+1.9%
MDB vs IRE
-97.7%
+99.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.8% | +17.2% | +2.0% |
| 7D | -1.0% | -41.9% | +40.9% | +0.2% |
| 30D | -14.0% | -75.1% | +61.1% | -11.7% |
| 3M | -20.3% | -82.4% | +62.1% | -17.9% |
| 6M | +10.9% | -95.5% | +106.4% | +14.8% |
| YTD | -20.9% | -93.1% | +72.2% | -17.1% |
| 1Y | -11.2% | -97.8% | +86.6% | -8.8% |
| All | +1.9% | -97.7% | +99.6% | +4.0% |
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