+9.1%
MDB vs BTDR
-13.8%
+22.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -3.3% |
| 7D | -1.8% | -3.4% | +1.6% | -1.6% |
| 30D | -17.3% | +32.6% | -49.9% | -18.8% |
| 3M | +2.2% | -32.2% | +34.4% | +4.4% |
| 6M | +33.9% | +52.4% | -18.5% | +29.0% |
| YTD | -13.7% | +6.7% | -20.4% | -15.5% |
| 1Y | +9.1% | -15.2% | +24.3% | +9.4% |
| All | +9.1% | -13.8% | +22.8% | +9.4% |
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