+0.5%
MDB vs IRE
-97.3%
+97.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +4.7% |
| 7D | -0.9% | -15.5% | +14.6% | -0.9% |
| 30D | -15.2% | -70.4% | +55.2% | -13.4% |
| 3M | -17.9% | -81.6% | +63.7% | -15.7% |
| 6M | +9.3% | -94.7% | +104.0% | +12.6% |
| YTD | -22.0% | -91.8% | +69.8% | -18.7% |
| 1Y | -9.3% | -97.6% | +88.2% | -7.2% |
| All | +0.5% | -97.3% | +97.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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