-9.1%
MDB vs IOT
+24.7%
-33.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +2.8% |
| 7D | -4.5% | +5.1% | -9.6% | -7.5% |
| 30D | -14.0% | -3.0% | -11.0% | -12.3% |
| 3M | +5.3% | +15.0% | -9.6% | -4.0% |
| 6M | +31.9% | +13.1% | +18.7% | +21.3% |
| YTD | -14.6% | +9.0% | -23.6% | -20.8% |
| 1Y | +8.2% | +0.1% | +8.1% | +3.7% |
| All | -9.1% | +24.7% | -33.8% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling