+8.2%
MDB vs IT
-30.5%
+38.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.3% |
| 7D | -4.5% | -9.1% | +4.6% | -1.0% |
| 30D | -14.0% | -12.2% | -1.8% | -9.8% |
| 3M | +5.3% | +7.8% | -2.5% | +0.9% |
| 6M | +31.9% | +2.0% | +29.9% | +29.0% |
| YTD | -14.6% | -32.7% | +18.1% | -12.3% |
| 1Y | +8.2% | -31.1% | +39.3% | +12.3% |
| All | +8.2% | -30.5% | +38.8% | +12.3% |
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