-38.4%
MDB vs ILMN
-43.8%
+5.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.3% |
| 7D | +3.0% | -6.0% | +9.0% | +6.2% |
| 30D | -11.3% | -23.0% | +11.7% | +0.3% |
| 3M | -23.0% | +10.4% | -33.4% | -28.5% |
| 6M | +14.8% | +49.4% | -34.7% | -9.7% |
| YTD | -19.4% | +62.3% | -81.8% | -40.1% |
| 1Y | -9.0% | +73.7% | -82.6% | -34.9% |
| 3Y | -10.3% | +122.5% | -132.8% | -52.6% |
| 5Y | -38.4% | -43.2% | +4.8% | -0.2% |
| All | -38.4% | -43.8% | +5.4% | -0.2% |
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