+920.8%
MDB vs BAH
+171.0%
+749.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.0% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -15.2% | +17.3% | -32.4% | -20.7% |
| 3M | -17.9% | +14.9% | -32.8% | -22.2% |
| 6M | +9.3% | +14.2% | -4.9% | +3.5% |
| YTD | -22.0% | +5.1% | -27.1% | -24.7% |
| 1Y | -9.3% | +2.1% | -11.4% | -12.0% |
| 3Y | -10.4% | -26.0% | +15.6% | -7.8% |
| 5Y | -43.2% | +9.0% | -52.2% | -53.5% |
| All | +920.8% | +171.0% | +749.8% | +306.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling