-5.6%
MDB vs BTDR
+8.5%
-14.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.7% |
| 7D | -18.0% | +22.4% | -40.4% | -19.6% |
| 30D | -10.7% | +16.5% | -27.2% | -12.5% |
| 3M | +1.0% | -31.5% | +32.5% | +3.2% |
| 6M | +31.6% | +74.0% | -42.4% | +21.9% |
| YTD | -15.2% | +13.0% | -28.2% | -18.8% |
| 1Y | +10.1% | -0.2% | +10.4% | +4.1% |
| 3Y | -5.6% | +9.9% | -15.5% | -23.0% |
| All | -5.6% | +8.5% | -14.1% | -23.0% |
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