-5.6%
MDB vs INSM
+367.2%
-372.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.5% |
| 7D | -18.0% | +2.8% | -20.8% | -18.0% |
| 30D | -10.7% | -4.7% | -6.0% | -10.7% |
| 3M | +1.0% | +32.6% | -31.6% | +0.7% |
| 6M | +31.6% | -10.9% | +42.5% | +31.8% |
| YTD | -15.2% | -28.2% | +13.1% | -14.8% |
| 1Y | +10.1% | -14.9% | +25.0% | +10.0% |
| 3Y | -5.6% | +375.6% | -381.2% | -4.9% |
| All | -5.6% | +367.2% | -372.9% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling