+1,049.8%
MDB vs IR
+211.9%
+837.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | -17.4% | -2.8% | -14.6% | -16.5% |
| 30D | -2.0% | -15.1% | +13.1% | +4.9% |
| 3M | -3.0% | +6.1% | -9.1% | -6.5% |
| 6M | +48.7% | -16.8% | +65.5% | +57.8% |
| YTD | -12.1% | -3.5% | -8.6% | -13.4% |
| 1Y | +14.5% | -3.5% | +18.0% | +12.1% |
| 3Y | -6.1% | +9.5% | -15.6% | -13.7% |
| 5Y | -27.3% | +45.1% | -72.4% | -39.8% |
| All | +1,049.8% | +211.9% | +837.9% | +593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling