+942.1%
MDB vs ILMN
+3.5%
+938.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +6.8% | -2.9% | +9.7% | +8.5% |
| 30D | -6.2% | -23.8% | +17.6% | +7.9% |
| 3M | -29.2% | +7.5% | -36.7% | -33.9% |
| 6M | +10.3% | +42.8% | -32.5% | -13.3% |
| YTD | -20.4% | +57.8% | -78.2% | -41.8% |
| 1Y | -4.8% | +72.6% | -77.4% | -34.1% |
| 3Y | -11.6% | +129.3% | -140.9% | -55.6% |
| 5Y | -41.0% | -44.5% | +3.5% | -24.6% |
| All | +942.1% | +3.5% | +938.6% | +879.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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