-11.6%
MDB vs BTDR
+41.1%
-52.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -0.7% |
| 7D | +6.8% | -6.9% | +13.7% | +7.4% |
| 30D | -6.2% | -31.5% | +25.3% | -2.7% |
| 3M | -29.2% | -36.1% | +6.8% | -26.6% |
| 6M | +10.3% | -57.6% | +67.9% | +17.5% |
| YTD | -20.4% | -50.0% | +29.7% | -18.1% |
| 1Y | -4.8% | -49.6% | +44.8% | -2.8% |
| 3Y | -11.6% | +48.5% | -60.1% | -28.7% |
| All | -11.6% | +41.1% | -52.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling