+1,049.8%
MDB vs BDX
+33.1%
+1,016.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -17.4% | -2.5% | -14.9% | -16.6% |
| 30D | -2.0% | +8.3% | -10.3% | -5.2% |
| 3M | -3.0% | +24.4% | -27.4% | -11.9% |
| 6M | +48.7% | +9.2% | +39.5% | +42.6% |
| YTD | -12.1% | +22.7% | -34.9% | -20.0% |
| 1Y | +14.5% | +25.9% | -11.4% | +2.7% |
| 3Y | -6.1% | -10.5% | +4.3% | -3.9% |
| 5Y | -27.3% | +1.9% | -29.3% | -31.8% |
| All | +1,049.8% | +33.1% | +1,016.7% | +839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling