-45.2%
MDB vs IR
+44.3%
-89.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +1.7% |
| 7D | -11.4% | +3.7% | -15.0% | -13.6% |
| 30D | -13.8% | +7.4% | -21.3% | -18.1% |
| 3M | -15.5% | -5.9% | -9.5% | -12.3% |
| 6M | +17.9% | +5.6% | +12.4% | +10.3% |
| YTD | -25.5% | +4.8% | -30.3% | -32.9% |
| 1Y | -12.1% | +6.9% | -19.0% | -22.7% |
| 3Y | -5.9% | +27.6% | -33.4% | -38.7% |
| All | -45.2% | +44.3% | -89.6% | -68.3% |
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 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