-45.2%
MDB vs IT
-43.2%
-2.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +5.1% |
| 7D | -11.4% | -16.9% | +5.5% | -2.2% |
| 30D | -13.8% | +2.3% | -16.2% | -17.5% |
| 3M | -15.5% | +2.9% | -18.3% | -20.4% |
| 6M | +17.9% | +25.9% | -7.9% | -5.6% |
| YTD | -25.5% | -24.6% | -0.8% | -16.1% |
| 1Y | -12.1% | -16.0% | +4.0% | -9.7% |
| 3Y | -5.9% | -51.6% | +45.7% | +40.2% |
| All | -45.2% | -43.2% | -2.1% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling