+942.1%
MDB vs IR
+247.5%
+694.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.8% | +2.5% | +4.3% | +5.7% |
| 30D | -6.2% | +9.2% | -15.4% | -9.7% |
| 3M | -29.2% | +0.9% | -30.2% | -29.7% |
| 6M | +10.3% | +19.2% | -8.9% | +0.8% |
| YTD | -20.4% | +7.5% | -27.8% | -25.2% |
| 1Y | -4.8% | +11.7% | -16.6% | -12.5% |
| 3Y | -11.6% | +23.9% | -35.5% | -22.8% |
| 5Y | -41.0% | +46.4% | -87.4% | -52.4% |
| All | +942.1% | +247.5% | +694.6% | +499.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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