-7.7%
MDB vs BP
+35.3%
-43.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -2.7% |
| 7D | -16.5% | -8.4% | -8.1% | -17.7% |
| 30D | -8.6% | +2.2% | -10.8% | -8.0% |
| 3M | -13.6% | +8.8% | -22.4% | -11.8% |
| 6M | +24.1% | -0.5% | +24.6% | +23.6% |
| YTD | -21.8% | +36.2% | -58.0% | -10.6% |
| 1Y | -7.7% | +36.6% | -44.3% | +4.8% |
| All | -7.7% | +35.3% | -43.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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