-45.2%
MDB vs ILMN
-46.1%
+0.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.5% |
| 7D | -11.4% | -9.7% | -1.7% | -6.8% |
| 30D | -13.8% | -20.4% | +6.6% | -4.1% |
| 3M | -15.5% | +10.0% | -25.5% | -21.4% |
| 6M | +17.9% | +49.5% | -31.5% | -7.4% |
| YTD | -25.5% | +62.5% | -88.0% | -44.6% |
| 1Y | -12.1% | +76.0% | -88.1% | -37.6% |
| 3Y | -5.9% | +94.2% | -100.0% | -45.3% |
| All | -45.2% | -46.1% | +0.9% | -2.4% |
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