+920.8%
MDB vs IR
+254.9%
+665.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | 0.0% | +2.6% |
| 7D | -0.9% | +5.0% | -5.9% | -2.9% |
| 30D | -15.2% | +10.3% | -25.5% | -18.7% |
| 3M | -17.9% | -0.1% | -17.8% | -18.1% |
| 6M | +9.3% | +14.8% | -5.4% | +1.6% |
| YTD | -22.0% | +9.7% | -31.7% | -27.4% |
| 1Y | -9.3% | +12.2% | -21.5% | -16.7% |
| 3Y | -10.4% | +30.0% | -40.4% | -23.4% |
| 5Y | -43.2% | +46.8% | -90.1% | -54.4% |
| All | +920.8% | +254.9% | +665.9% | +482.3% |
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