+920.8%
MDB vs ILMN
+10.3%
+910.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.1% | +2.7% |
| 7D | -0.9% | -2.6% | +1.6% | +0.4% |
| 30D | -15.2% | -20.6% | +5.5% | -4.5% |
| 3M | -17.9% | +17.5% | -35.4% | -26.9% |
| 6M | +9.3% | +55.6% | -46.3% | -17.9% |
| YTD | -22.0% | +68.3% | -90.3% | -44.9% |
| 1Y | -9.3% | +81.1% | -90.4% | -38.8% |
| 3Y | -10.4% | +112.2% | -122.5% | -52.4% |
| 5Y | -43.2% | -42.6% | -0.6% | -28.4% |
| All | +920.8% | +10.3% | +910.5% | +827.4% |
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