-24.7%
MDB vs ILMN
-51.8%
+27.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.3% |
| 7D | -17.4% | +1.2% | -18.7% | -18.1% |
| 30D | -2.0% | +9.2% | -11.2% | -7.1% |
| 3M | -3.0% | +29.8% | -32.9% | -16.4% |
| 6M | +48.7% | +69.2% | -20.5% | +10.8% |
| YTD | -12.1% | +66.4% | -78.5% | -34.5% |
| 1Y | +14.5% | +123.4% | -108.9% | -29.5% |
| 3Y | -6.1% | +33.2% | -39.3% | -26.4% |
| All | -24.7% | -51.8% | +27.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling