-4.8%
MDB vs IT
-15.8%
+11.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +6.8% | +1.1% | +5.8% | +6.4% |
| 30D | -6.2% | -1.8% | -4.4% | -7.5% |
| 3M | -29.2% | +4.8% | -34.1% | -32.5% |
| 6M | +10.3% | +33.0% | -22.7% | -5.3% |
| YTD | -20.4% | -23.8% | +3.5% | -21.5% |
| 1Y | -4.8% | -16.5% | +11.7% | -0.9% |
| All | -4.8% | -15.8% | +11.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling