-30.0%
MDB vs IOT
+61.2%
-91.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | -18.0% | +2.8% | -20.8% | -19.3% |
| 30D | -10.7% | -1.8% | -8.9% | -9.6% |
| 3M | +1.0% | +17.9% | -16.9% | -10.2% |
| 6M | +31.6% | +13.5% | +18.1% | +19.5% |
| YTD | -15.2% | +13.3% | -28.4% | -23.9% |
| 1Y | +10.1% | -3.3% | +13.4% | +6.9% |
| 3Y | -5.6% | +31.3% | -37.0% | -31.3% |
| All | -30.0% | +61.2% | -91.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling