+959.5%
MDB vs IR
+248.5%
+711.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +11.6% | +4.3% | +7.3% | +9.6% |
| 30D | -8.9% | +8.1% | -17.0% | -11.9% |
| 3M | -22.4% | +0.7% | -23.1% | -22.8% |
| 6M | +10.1% | +16.6% | -6.6% | +1.6% |
| YTD | -19.0% | +7.8% | -26.8% | -24.0% |
| 1Y | -7.0% | +9.9% | -16.9% | -13.8% |
| 3Y | -9.8% | +25.2% | -35.1% | -21.7% |
| 5Y | -40.1% | +46.8% | -86.8% | -51.7% |
| All | +959.5% | +248.5% | +711.0% | +508.9% |
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