-10.5%
MDB vs IOT
+79.2%
-89.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.9% |
| 30D | -11.3% | +1.5% | -12.8% | -12.1% |
| 3M | -23.0% | +4.8% | -27.8% | -25.4% |
| 6M | +14.8% | +45.3% | -30.6% | -8.5% |
| YTD | -19.4% | +19.2% | -38.6% | -29.5% |
| 1Y | -9.0% | +6.1% | -15.0% | -15.8% |
| All | -10.5% | +79.2% | -89.8% | -32.2% |
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