-11.2%
MDB vs BP
+28.1%
-39.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -6.3% | +5.3% | -2.1% |
| 30D | -14.0% | -3.6% | -10.4% | -14.2% |
| 3M | -20.3% | +5.2% | -25.6% | -19.1% |
| 6M | +10.9% | +5.3% | +5.5% | +13.2% |
| YTD | -20.9% | +33.1% | -54.0% | -8.8% |
| 1Y | -11.2% | +26.3% | -37.5% | +1.2% |
| All | -11.2% | +28.1% | -39.3% | +1.2% |
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 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