-6.4%
MDB vs ILMN
+33.7%
-40.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -17.4% | +1.2% | -18.7% | -17.8% |
| 30D | -2.0% | +9.2% | -11.2% | -4.8% |
| 3M | -3.0% | +29.8% | -32.9% | -10.7% |
| 6M | +48.7% | +69.2% | -20.5% | +26.1% |
| YTD | -12.1% | +66.4% | -78.5% | -25.3% |
| 1Y | +14.5% | +123.4% | -108.9% | -11.9% |
| All | -6.4% | +33.7% | -40.2% | -16.3% |
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