+1,049.8%
MDB vs BP
+86.1%
+963.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -17.4% | +3.9% | -21.4% | -18.1% |
| 30D | -2.0% | +7.6% | -9.6% | -3.7% |
| 3M | -3.0% | +0.7% | -3.7% | -3.5% |
| 6M | +48.7% | +15.5% | +33.2% | +42.9% |
| YTD | -12.1% | +30.8% | -43.0% | -18.3% |
| 1Y | +14.5% | +34.3% | -19.8% | +5.5% |
| 3Y | -6.1% | +35.1% | -41.2% | -14.7% |
| 5Y | -27.3% | +126.8% | -154.2% | -41.2% |
| All | +1,049.8% | +86.1% | +963.7% | +871.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling