-24.5%
MDB vs BDX
-1.9%
-22.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -4.5% | -3.6% | -1.0% | -3.5% |
| 30D | -14.0% | +0.7% | -14.7% | -14.2% |
| 3M | +5.3% | +19.0% | -13.6% | -0.2% |
| 6M | +31.9% | +10.8% | +21.1% | +27.5% |
| YTD | -14.6% | +20.1% | -34.7% | -19.6% |
| 1Y | +8.2% | +23.1% | -14.8% | +0.9% |
| 3Y | -5.0% | -8.8% | +3.8% | -2.7% |
| 5Y | -24.5% | -1.4% | -23.1% | -22.5% |
| All | -24.5% | -1.9% | -22.6% | -22.5% |
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