-2.3%
MDB vs IT
-46.7%
+44.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.2% |
| 7D | -17.4% | -6.0% | -11.4% | -15.2% |
| 30D | -2.0% | 0.0% | -2.0% | -2.2% |
| 3M | -3.0% | +13.1% | -16.1% | -9.4% |
| 6M | +48.7% | +11.7% | +37.0% | +39.6% |
| YTD | -12.1% | -26.1% | +14.0% | -4.2% |
| 1Y | +14.5% | -21.3% | +35.7% | +20.1% |
| All | -2.3% | -46.7% | +44.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling