+1,065.8%
MDB vs BG
+131.8%
+934.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | -2.8% | +3.7% | -6.5% | -3.5% |
| 30D | -14.9% | +12.3% | -27.2% | -17.0% |
| 3M | +7.3% | -2.2% | +9.6% | +7.3% |
| 6M | +38.2% | +5.3% | +32.9% | +35.9% |
| YTD | -10.9% | +42.4% | -53.3% | -17.7% |
| 1Y | +11.6% | +55.2% | -43.5% | +0.7% |
| 3Y | -0.9% | +21.0% | -21.9% | -6.8% |
| 5Y | -23.5% | +87.1% | -110.7% | -37.6% |
| All | +1,065.8% | +131.8% | +934.0% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling