+11.6%
MDB vs BG
+52.8%
-41.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.4% |
| 7D | -2.8% | +3.7% | -6.5% | -2.5% |
| 30D | -14.9% | +12.3% | -27.2% | -14.6% |
| 3M | +7.3% | -2.2% | +9.6% | +8.7% |
| 6M | +38.2% | +5.3% | +32.9% | +39.6% |
| YTD | -10.9% | +42.4% | -53.3% | -3.7% |
| 1Y | +11.6% | +55.2% | -43.5% | +18.4% |
| All | +11.6% | +52.8% | -41.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling