-7.0%
MDB vs BP
+30.8%
-37.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.7% |
| 7D | +11.6% | +2.5% | +9.0% | +12.0% |
| 30D | -8.9% | -5.6% | -3.3% | -9.7% |
| 3M | -22.4% | +8.0% | -30.4% | -20.8% |
| 6M | +10.1% | +5.7% | +4.4% | +11.7% |
| YTD | -19.0% | +36.8% | -55.9% | -5.8% |
| 1Y | -7.0% | +30.7% | -37.7% | +7.3% |
| All | -7.0% | +30.8% | -37.8% | +7.3% |
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