+1,049.8%
MDB vs BG
+120.9%
+928.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -17.4% | +2.8% | -20.2% | -18.0% |
| 30D | -2.0% | +12.0% | -14.1% | -4.4% |
| 3M | -3.0% | -7.7% | +4.7% | -1.9% |
| 6M | +48.7% | +4.5% | +44.2% | +46.4% |
| YTD | -12.1% | +35.7% | -47.8% | -18.0% |
| 1Y | +14.5% | +50.1% | -35.6% | +3.9% |
| 3Y | -6.1% | +12.6% | -18.8% | -10.3% |
| 5Y | -27.3% | +75.4% | -102.8% | -39.9% |
| All | +1,049.8% | +120.9% | +928.9% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling