-7.7%
MDB vs BTDR
-69.9%
+62.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -1.6% |
| 7D | -16.5% | -17.6% | +1.0% | -15.2% |
| 30D | -8.6% | -40.3% | +31.7% | -5.4% |
| 3M | -13.6% | -42.6% | +29.0% | -10.6% |
| 6M | +24.1% | -46.3% | +70.4% | +28.7% |
| YTD | -21.8% | -41.7% | +20.0% | -20.0% |
| 1Y | -7.7% | -69.4% | +61.7% | -5.4% |
| All | -7.7% | -69.9% | +62.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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