-5.9%
MDB vs ILMN
+88.1%
-93.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.0% |
| 7D | -11.4% | -9.7% | -1.7% | -8.7% |
| 30D | -13.8% | -20.4% | +6.6% | -8.0% |
| 3M | -15.5% | +10.0% | -25.5% | -18.0% |
| 6M | +17.9% | +49.5% | -31.5% | +4.2% |
| YTD | -25.5% | +62.5% | -88.0% | -36.0% |
| 1Y | -12.1% | +76.0% | -88.1% | -26.3% |
| 3Y | -5.9% | +94.2% | -100.0% | -26.1% |
| All | -5.9% | +88.1% | -93.9% | -26.1% |
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