+1,017.5%
MDB vs BAX
-56.0%
+1,073.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | -4.5% | -5.1% | +0.6% | -3.0% |
| 30D | -14.0% | -12.2% | -1.8% | -10.4% |
| 3M | +5.3% | +21.8% | -16.5% | -1.6% |
| 6M | +31.9% | +36.3% | -4.4% | +18.0% |
| YTD | -14.6% | +27.8% | -42.4% | -22.8% |
| 1Y | +8.2% | -0.1% | +8.3% | +5.6% |
| 3Y | -5.0% | -33.3% | +28.3% | +3.2% |
| 5Y | -24.5% | -67.1% | +42.5% | +14.6% |
| All | +1,017.5% | -56.0% | +1,073.5% | +1,255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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