+875.5%
MDB vs IR
+239.0%
+636.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.1% |
| 7D | -11.4% | +3.7% | -15.0% | -12.8% |
| 30D | -13.8% | +7.4% | -21.3% | -16.4% |
| 3M | -15.5% | -5.9% | -9.5% | -13.5% |
| 6M | +17.9% | +5.6% | +12.4% | +13.5% |
| YTD | -25.5% | +4.8% | -30.3% | -29.2% |
| 1Y | -12.1% | +6.9% | -19.0% | -17.5% |
| 3Y | -5.9% | +27.6% | -33.4% | -18.9% |
| 5Y | -43.7% | +45.8% | -89.5% | -54.3% |
| All | +875.5% | +239.0% | +636.5% | +467.2% |
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