+954.3%
MDB vs BAH
+171.6%
+782.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.1% |
| 7D | +3.0% | -1.6% | +4.6% | +3.5% |
| 30D | -11.3% | +18.0% | -29.3% | -17.3% |
| 3M | -23.0% | +11.4% | -34.4% | -26.3% |
| 6M | +14.8% | +17.7% | -2.9% | +7.5% |
| YTD | -19.4% | +5.4% | -24.8% | -22.3% |
| 1Y | -9.0% | +2.8% | -11.7% | -11.8% |
| 3Y | -10.3% | -26.7% | +16.4% | -7.3% |
| 5Y | -38.4% | +8.1% | -46.4% | -49.3% |
| All | +954.3% | +171.6% | +782.7% | +319.8% |
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