+849.8%
MDB vs ILMN
+4.0%
+845.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.2% | +0.9% | -2.8% |
| 7D | -20.9% | -28.3% | +7.4% | -6.1% |
| 30D | -15.6% | -24.0% | +8.4% | -2.8% |
| 3M | -19.1% | +4.1% | -23.1% | -23.1% |
| 6M | +14.2% | +49.6% | -35.3% | -12.6% |
| YTD | -27.4% | +58.6% | -86.0% | -47.0% |
| 1Y | -13.0% | +69.9% | -82.9% | -39.2% |
| 3Y | -11.2% | +82.9% | -94.1% | -48.3% |
| 5Y | -45.2% | -47.6% | +2.4% | -27.2% |
| All | +849.8% | +4.0% | +845.8% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling