-28.8%
MDB vs IOT
+54.1%
-82.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.0% |
| 7D | -1.8% | -4.5% | +2.8% | +1.0% |
| 30D | -17.3% | -2.4% | -14.8% | -15.8% |
| 3M | +2.2% | +19.0% | -16.8% | -9.7% |
| 6M | +33.9% | +19.6% | +14.2% | +17.7% |
| YTD | -13.7% | +8.3% | -22.0% | -20.5% |
| 1Y | +9.1% | -0.8% | +9.9% | +4.3% |
| 3Y | -8.1% | +24.4% | -32.5% | -30.8% |
| All | -28.8% | +54.1% | -82.9% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling