-40.5%
MDB vs BDX
+27.1%
-67.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +6.8% | +2.9% | +3.9% | +6.0% |
| 30D | -6.2% | +15.4% | -21.6% | -10.2% |
| 3M | -29.2% | +20.5% | -49.8% | -33.1% |
| 6M | +10.3% | +53.2% | -42.9% | -3.5% |
| YTD | -20.4% | +45.7% | -66.1% | -29.4% |
| 1Y | -4.8% | +47.3% | -52.1% | -15.9% |
| 3Y | -11.6% | +25.1% | -36.6% | -19.3% |
| All | -40.5% | +27.1% | -67.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling