+1,049.8%
MDB vs BAH
+127.6%
+922.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -17.4% | -3.2% | -14.2% | -16.2% |
| 30D | -2.0% | +2.0% | -4.0% | -2.3% |
| 3M | -3.0% | -7.6% | +4.6% | -0.3% |
| 6M | +48.7% | -5.7% | +54.4% | +51.6% |
| YTD | -12.1% | -11.7% | -0.4% | -9.0% |
| 1Y | +14.5% | -27.4% | +41.9% | +26.2% |
| 3Y | -6.1% | -32.5% | +26.4% | -0.5% |
| 5Y | -27.3% | -3.3% | -24.0% | -38.3% |
| All | +1,049.8% | +127.6% | +922.2% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling