+12.6%
MDB vs IJR
+21.3%
-8.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.9% |
| 7D | -2.8% | -2.3% | -0.4% | -1.3% |
| 30D | -14.9% | -4.7% | -10.2% | -12.1% |
| 3M | +7.3% | +2.1% | +5.2% | +6.0% |
| 6M | +38.2% | +13.9% | +24.3% | +24.3% |
| YTD | -10.9% | +18.2% | -29.2% | -20.1% |
| All | +12.6% | +21.3% | -8.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling