+923.9%
MDB vs IP
-3.1%
+927.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -16.5% | +3.4% | -19.9% | -17.4% |
| 30D | -8.6% | +11.2% | -19.8% | -11.3% |
| 3M | -13.6% | -14.8% | +1.2% | -10.2% |
| 6M | +24.1% | +17.3% | +6.8% | +17.1% |
| YTD | -21.8% | -6.2% | -15.6% | -22.1% |
| 1Y | -7.7% | +2.3% | -10.1% | -10.8% |
| 3Y | -4.3% | +17.7% | -22.0% | -14.5% |
| 5Y | -38.6% | -8.4% | -30.2% | -41.4% |
| All | +923.9% | -3.1% | +927.0% | +708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling