+920.8%
MDB vs BAX
-52.3%
+973.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.9% |
| 7D | -0.9% | +9.0% | -10.0% | -3.6% |
| 30D | -15.2% | +8.5% | -23.6% | -17.6% |
| 3M | -17.9% | -4.1% | -13.8% | -17.1% |
| 6M | +9.3% | +46.9% | -37.6% | -4.5% |
| YTD | -22.0% | +38.4% | -60.4% | -31.5% |
| 1Y | -9.3% | +47.0% | -56.3% | -22.4% |
| 3Y | -10.4% | -14.9% | +4.6% | -11.5% |
| 5Y | -43.2% | -62.5% | +19.3% | -18.3% |
| All | +920.8% | -52.3% | +973.1% | +1,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling