-45.2%
MDB vs BAX
-63.7%
+18.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -11.4% | +12.1% | -23.5% | -13.5% |
| 30D | -13.8% | +7.6% | -21.4% | -15.2% |
| 3M | -15.5% | -4.5% | -11.0% | -14.8% |
| 6M | +17.9% | +52.0% | -34.1% | +7.6% |
| YTD | -25.5% | +35.1% | -60.6% | -30.9% |
| 1Y | -12.1% | +43.7% | -55.8% | -19.8% |
| 3Y | -5.9% | -20.9% | +15.1% | -4.2% |
| All | -45.2% | -63.7% | +18.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling