-24.7%
MDB vs BP
+128.1%
-152.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -17.4% | +3.9% | -21.4% | -18.2% |
| 30D | -2.0% | +7.6% | -9.6% | -3.9% |
| 3M | -3.0% | +0.7% | -3.7% | -3.5% |
| 6M | +48.7% | +15.5% | +33.2% | +41.6% |
| YTD | -12.1% | +30.8% | -43.0% | -19.8% |
| 1Y | +14.5% | +34.3% | -19.8% | +3.2% |
| 3Y | -6.1% | +35.1% | -41.2% | -17.3% |
| All | -24.7% | +128.1% | -152.8% | -39.0% |
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