-12.4%
MDB vs IP
-2.1%
-10.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.8% | +4.4% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -15.2% | +10.6% | -25.8% | -15.9% |
| 3M | -17.9% | -13.6% | -4.3% | -18.0% |
| 6M | +9.3% | +10.4% | -1.1% | +8.6% |
| YTD | -22.0% | -6.5% | -15.5% | -17.0% |
| All | -12.4% | -2.1% | -10.3% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling