+875.5%
MDB vs BAH
+166.8%
+708.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +4.4% |
| 7D | -11.4% | -3.5% | -7.8% | -10.3% |
| 30D | -13.8% | +24.3% | -38.1% | -21.3% |
| 3M | -15.5% | +16.3% | -31.8% | -20.2% |
| 6M | +17.9% | +13.6% | +4.3% | +12.0% |
| YTD | -25.5% | +3.5% | -29.0% | -27.7% |
| 1Y | -12.1% | +2.7% | -14.8% | -14.8% |
| 3Y | -5.9% | -26.6% | +20.7% | -3.0% |
| 5Y | -43.7% | +8.5% | -52.2% | -53.9% |
| All | +875.5% | +166.8% | +708.7% | +290.9% |
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