-29.5%
MDB vs IOT
+55.2%
-84.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +3.0% |
| 7D | -4.5% | +5.1% | -9.6% | -7.8% |
| 30D | -14.0% | -3.0% | -11.0% | -12.1% |
| 3M | +5.3% | +15.0% | -9.6% | -5.0% |
| 6M | +31.9% | +13.1% | +18.7% | +20.0% |
| YTD | -14.6% | +9.0% | -23.6% | -21.6% |
| 1Y | +8.2% | +0.1% | +8.1% | +3.0% |
| 3Y | -5.0% | +26.4% | -31.4% | -29.2% |
| All | -29.5% | +55.2% | -84.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling