-7.7%
MDB vs BDX
+54.0%
-61.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.6% | -3.1% |
| 7D | -16.5% | +7.2% | -23.7% | -17.7% |
| 30D | -8.6% | +15.8% | -24.4% | -11.6% |
| 3M | -13.6% | +23.7% | -37.3% | -17.8% |
| 6M | +24.1% | +44.8% | -20.8% | +12.7% |
| YTD | -21.8% | +39.8% | -61.5% | -27.3% |
| 1Y | -7.7% | +52.3% | -60.1% | -12.3% |
| All | -7.7% | +54.0% | -61.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling