+1,029.4%
MDB vs IJR
+118.2%
+911.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.6% |
| 7D | -1.8% | -2.2% | +0.4% | +0.3% |
| 30D | -17.3% | -4.6% | -12.7% | -13.5% |
| 3M | +2.2% | +0.2% | +2.0% | +1.7% |
| 6M | +33.9% | +14.7% | +19.2% | +16.3% |
| YTD | -13.7% | +18.9% | -32.6% | -27.5% |
| 1Y | +9.1% | +19.9% | -10.9% | -9.4% |
| 3Y | -8.1% | +53.0% | -61.2% | -39.3% |
| 5Y | -25.9% | +40.9% | -66.8% | -44.2% |
| All | +1,029.4% | +118.2% | +911.2% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling