-9.1%
MDB vs BDX
-9.0%
-0.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -4.5% | -3.6% | -1.0% | -3.8% |
| 30D | -14.0% | +0.7% | -14.7% | -14.1% |
| 3M | +5.3% | +19.0% | -13.6% | +1.8% |
| 6M | +31.9% | +10.8% | +21.1% | +28.8% |
| YTD | -14.6% | +20.1% | -34.7% | -17.8% |
| 1Y | +8.2% | +23.1% | -14.8% | +3.6% |
| All | -9.1% | -9.0% | -0.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling