-24.5%
MDB vs INSM
+365.8%
-390.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.3% |
| 7D | -4.5% | +1.7% | -6.2% | -4.7% |
| 30D | -14.0% | -4.4% | -9.6% | -13.7% |
| 3M | +5.3% | +30.0% | -24.7% | +1.1% |
| 6M | +31.9% | -10.0% | +41.9% | +31.2% |
| YTD | -14.6% | -26.0% | +11.4% | -12.9% |
| 1Y | +8.2% | -12.5% | +20.7% | +7.0% |
| 3Y | -5.0% | +390.5% | -395.5% | -29.8% |
| 5Y | -24.5% | +357.7% | -382.3% | -47.3% |
| All | -24.5% | +365.8% | -390.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling