+1,010.1%
MDB vs IJR
+121.4%
+888.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -2.7% |
| 7D | -18.0% | +0.9% | -18.9% | -18.9% |
| 30D | -10.7% | -3.1% | -7.6% | -8.0% |
| 3M | +1.0% | +4.4% | -3.4% | -3.4% |
| 6M | +31.6% | +16.1% | +15.5% | +13.1% |
| YTD | -15.2% | +20.6% | -35.8% | -29.6% |
| 1Y | +10.1% | +22.9% | -12.7% | -10.7% |
| 3Y | -5.6% | +55.2% | -60.9% | -38.5% |
| 5Y | -24.5% | +41.1% | -65.6% | -43.5% |
| All | +1,010.1% | +121.4% | +888.7% | +498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling