-11.6%
MDB vs ILMN
+118.2%
-129.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +6.8% | -2.9% | +9.7% | +7.8% |
| 30D | -6.2% | -23.8% | +17.6% | +1.6% |
| 3M | -29.2% | +7.5% | -36.7% | -30.9% |
| 6M | +10.3% | +42.8% | -32.5% | -1.6% |
| YTD | -20.4% | +57.8% | -78.2% | -31.4% |
| 1Y | -4.8% | +72.6% | -77.4% | -20.3% |
| 3Y | -11.6% | +129.3% | -140.9% | -36.8% |
| All | -11.6% | +118.2% | -129.8% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling