+1,010.1%
MDB vs ILMN
+5.5%
+1,004.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -1.7% |
| 7D | -18.0% | +1.9% | -19.9% | -19.1% |
| 30D | -10.7% | +12.3% | -23.0% | -17.0% |
| 3M | +1.0% | +33.5% | -32.6% | -15.6% |
| 6M | +31.6% | +69.4% | -37.7% | -4.7% |
| YTD | -15.2% | +60.9% | -76.1% | -37.4% |
| 1Y | +10.1% | +115.0% | -104.9% | -33.7% |
| 3Y | -5.6% | +37.0% | -42.7% | -31.9% |
| 5Y | -24.5% | -53.1% | +28.6% | +9.6% |
| All | +1,010.1% | +5.5% | +1,004.6% | +953.1% |
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 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