+875.5%
MDB vs IP
-6.1%
+881.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -11.4% | -5.1% | -6.3% | -10.2% |
| 30D | -13.8% | +8.5% | -22.3% | -15.8% |
| 3M | -15.5% | -13.8% | -1.6% | -12.3% |
| 6M | +17.9% | +5.7% | +12.2% | +14.7% |
| YTD | -25.5% | -9.1% | -16.3% | -25.1% |
| 1Y | -12.1% | -0.8% | -11.3% | -14.3% |
| 3Y | -5.9% | +14.8% | -20.7% | -15.4% |
| 5Y | -43.7% | -11.5% | -32.2% | -45.7% |
| All | +875.5% | -6.1% | +881.6% | +677.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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