-7.7%
MDB vs BAH
+6.2%
-13.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.7% |
| 7D | -16.5% | +5.8% | -22.3% | -18.8% |
| 30D | -8.6% | +28.7% | -37.3% | -19.2% |
| 3M | -13.6% | +20.9% | -34.5% | -20.5% |
| 6M | +24.1% | +15.2% | +8.9% | +16.4% |
| YTD | -21.8% | +7.1% | -28.8% | -25.9% |
| 1Y | -7.7% | +6.4% | -14.1% | -11.0% |
| All | -7.7% | +6.2% | -13.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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