-11.2%
MDB vs ILMN
+74.7%
-85.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.2% |
| 7D | -1.0% | -9.8% | +8.8% | +2.1% |
| 30D | -14.0% | -22.7% | +8.8% | -7.4% |
| 3M | -20.3% | +12.1% | -32.4% | -21.6% |
| 6M | +10.9% | +51.5% | -40.6% | -1.2% |
| YTD | -20.9% | +63.9% | -84.8% | -29.7% |
| 1Y | -11.2% | +76.6% | -87.8% | -18.6% |
| All | -11.2% | +74.7% | -85.9% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling