-24.5%
MDB vs BTDR
+24.7%
-49.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -4.5% | +14.8% | -19.3% | -5.6% |
| 30D | -14.0% | +41.8% | -55.8% | -16.4% |
| 3M | +5.3% | -29.2% | +34.5% | +6.9% |
| 6M | +31.9% | +66.2% | -34.3% | +24.4% |
| YTD | -14.6% | +10.0% | -24.6% | -17.4% |
| 1Y | +8.2% | -11.0% | +19.2% | +4.5% |
| 3Y | -5.0% | +6.9% | -12.0% | -15.7% |
| 5Y | -24.5% | +24.7% | -49.2% | -33.7% |
| All | -24.5% | +24.7% | -49.2% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling