-7.1%
MDB vs BTDR
-29.7%
+22.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -7.8% | +1.0% |
| 7D | +3.0% | +7.7% | -4.7% | +2.2% |
| 30D | -11.3% | -24.1% | +12.8% | -9.6% |
| 3M | -23.0% | -19.1% | -3.9% | -22.3% |
| 6M | +14.8% | -46.6% | +61.4% | +18.3% |
| YTD | -19.4% | -37.3% | +17.9% | -19.0% |
| 1Y | -9.0% | -53.2% | +44.2% | -6.9% |
| 3Y | -10.3% | +77.1% | -87.4% | -17.3% |
| 5Y | -38.4% | -29.7% | -8.7% | -44.2% |
| All | -7.1% | -29.7% | +22.6% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling