+13.2%
MDB vs IRE
-84.4%
+97.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +14.0% | -18.1% | -4.2% |
| 7D | -17.4% | +54.8% | -72.2% | -17.9% |
| 30D | -2.0% | +18.4% | -20.4% | -2.3% |
| 3M | -3.0% | -66.7% | +63.7% | -3.1% |
| 6M | +48.7% | -52.3% | +101.0% | +46.9% |
| YTD | -12.1% | -52.3% | +40.2% | -11.0% |
| All | +13.2% | -84.4% | +97.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling