-40.5%
MDB vs BG
+21.9%
-62.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | +6.8% | +2.6% | +4.3% | +6.6% |
| 30D | -6.2% | -6.7% | +0.5% | -5.7% |
| 3M | -29.2% | -9.3% | -20.0% | -28.8% |
| 6M | +10.3% | -18.3% | +28.6% | +12.2% |
| YTD | -20.4% | +16.2% | -36.6% | -22.2% |
| 1Y | -4.8% | +7.6% | -12.4% | -6.1% |
| 3Y | -11.6% | +6.6% | -18.1% | -13.2% |
| All | -40.5% | +21.9% | -62.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling