-6.5%
MDB vs IRE
-98.0%
+91.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -33.9% | +26.7% | -6.1% |
| 7D | -20.9% | -57.1% | +36.3% | -19.0% |
| 30D | -15.6% | -84.4% | +68.9% | -12.3% |
| 3M | -19.1% | -85.0% | +65.9% | -16.0% |
| 6M | +14.2% | -95.2% | +109.5% | +18.8% |
| YTD | -27.4% | -93.9% | +66.5% | -23.4% |
| 1Y | -13.0% | -98.8% | +85.8% | -9.0% |
| All | -6.5% | -98.0% | +91.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling