+1,017.5%
MDB vs BP
+94.1%
+923.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -4.5% | +4.0% | -8.5% | -5.4% |
| 30D | -14.0% | +7.8% | -21.8% | -15.5% |
| 3M | +5.3% | +8.4% | -3.1% | +3.0% |
| 6M | +31.9% | +15.1% | +16.8% | +26.9% |
| YTD | -14.6% | +36.4% | -51.0% | -21.3% |
| 1Y | +8.2% | +40.9% | -32.7% | -1.3% |
| 3Y | -5.0% | +38.8% | -43.9% | -14.2% |
| 5Y | -24.5% | +141.1% | -165.6% | -39.8% |
| All | +1,017.5% | +94.1% | +923.4% | +835.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling