-45.2%
MDB vs IP
-12.5%
-32.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.0% | -3.3% | -6.0% |
| 7D | -20.9% | -5.0% | -15.9% | -19.7% |
| 30D | -15.6% | +6.5% | -22.1% | -17.3% |
| 3M | -19.1% | -18.0% | -1.0% | -14.3% |
| 6M | +14.2% | +10.3% | +3.9% | +8.5% |
| YTD | -27.4% | -9.9% | -17.5% | -26.9% |
| 1Y | -13.0% | -1.1% | -12.0% | -16.0% |
| 3Y | -11.2% | +13.0% | -24.2% | -28.4% |
| 5Y | -45.2% | -12.3% | -32.9% | -49.6% |
| All | -45.2% | -12.5% | -32.7% | -49.6% |
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