-40.5%
MDB vs BP
+113.6%
-154.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +6.8% | +3.8% | +3.0% | +5.8% |
| 30D | -6.2% | -5.3% | -0.9% | -5.0% |
| 3M | -29.2% | +9.3% | -38.5% | -31.1% |
| 6M | +10.3% | +7.2% | +3.1% | +7.7% |
| YTD | -20.4% | +38.0% | -58.4% | -29.1% |
| 1Y | -4.8% | +33.2% | -38.0% | -14.4% |
| 3Y | -11.6% | +50.3% | -61.9% | -25.2% |
| All | -40.5% | +113.6% | -154.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling