-24.7%
MDB vs IP
-17.2%
-7.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.7% |
| 7D | -17.4% | -5.3% | -12.2% | -16.2% |
| 30D | -2.0% | -10.9% | +8.8% | +1.2% |
| 3M | -3.0% | +11.2% | -14.2% | -7.4% |
| 6M | +48.7% | -10.2% | +58.9% | +51.3% |
| YTD | -12.1% | -2.0% | -10.2% | -13.6% |
| 1Y | +14.5% | -19.1% | +33.6% | +20.1% |
| 3Y | -6.1% | +20.9% | -27.0% | -24.1% |
| All | -24.7% | -17.2% | -7.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling