-24.7%
MDB vs IR
+45.6%
-70.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.0% |
| 7D | -17.4% | -2.8% | -14.6% | -15.9% |
| 30D | -2.0% | -15.1% | +13.1% | +9.5% |
| 3M | -3.0% | +6.1% | -9.1% | -9.2% |
| 6M | +48.7% | -16.8% | +65.5% | +63.9% |
| YTD | -12.1% | -3.5% | -8.6% | -15.8% |
| 1Y | +14.5% | -3.5% | +18.0% | +8.1% |
| 3Y | -6.1% | +9.5% | -15.6% | -29.5% |
| All | -24.7% | +45.6% | -70.3% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling