+875.5%
MDB vs BP
+89.2%
+786.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -11.4% | -11.6% | +0.3% | -9.0% |
| 30D | -13.8% | 0.0% | -13.9% | -14.0% |
| 3M | -15.5% | +6.7% | -22.2% | -16.9% |
| 6M | +17.9% | +2.2% | +15.8% | +16.7% |
| YTD | -25.5% | +33.0% | -58.4% | -31.1% |
| 1Y | -12.1% | +30.7% | -42.8% | -18.6% |
| 3Y | -5.9% | +44.2% | -50.1% | -15.8% |
| 5Y | -43.7% | +105.1% | -148.8% | -53.6% |
| All | +875.5% | +89.2% | +786.3% | +718.8% |
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 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