-4.0%
MDB vs IRE
-97.2%
+93.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.9% | +1.3% |
| 7D | -11.4% | -27.2% | +15.8% | -11.0% |
| 30D | -13.8% | -75.1% | +61.3% | -11.8% |
| 3M | -15.5% | -77.9% | +62.4% | -13.5% |
| 6M | +17.9% | -94.6% | +112.5% | +21.3% |
| YTD | -25.5% | -91.5% | +66.1% | -22.4% |
| 1Y | -12.1% | -97.8% | +85.7% | -9.8% |
| All | -4.0% | -97.2% | +93.3% | -2.6% |
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