+935.2%
MDB vs IT
+54.5%
+880.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.0% |
| 7D | -1.0% | -7.5% | +6.5% | +3.2% |
| 30D | -14.0% | -1.2% | -12.8% | -15.3% |
| 3M | -20.3% | -2.2% | -18.1% | -22.1% |
| 6M | +10.9% | +19.1% | -8.2% | -5.6% |
| YTD | -20.9% | -25.1% | +4.2% | -13.0% |
| 1Y | -11.2% | -17.4% | +6.2% | -8.6% |
| 3Y | -11.9% | -54.1% | +42.2% | +25.8% |
| 5Y | -40.2% | -42.7% | +2.5% | -26.1% |
| All | +935.2% | +54.5% | +880.6% | +613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling