-4.8%
MDB vs INSM
-37.5%
+32.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -1.4% |
| 7D | +6.8% | +5.9% | +0.9% | +7.5% |
| 30D | -6.2% | +23.9% | -30.1% | -3.7% |
| 3M | -29.2% | -4.1% | -25.1% | -29.3% |
| 6M | +10.3% | +2.7% | +7.6% | +11.3% |
| YTD | -20.4% | -30.4% | +10.0% | -23.7% |
| 1Y | -4.8% | -36.6% | +31.7% | -8.7% |
| All | -4.8% | -37.5% | +32.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling