+1.4%
MDB vs BTDR
+23.8%
-22.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.4% |
| 7D | -17.4% | +20.0% | -37.4% | -18.6% |
| 30D | -2.0% | +11.9% | -14.0% | -3.3% |
| 3M | -3.0% | -36.9% | +33.9% | -0.6% |
| 6M | +48.7% | +56.5% | -7.8% | +40.8% |
| YTD | -12.1% | +10.4% | -22.6% | -15.0% |
| 1Y | +14.5% | +3.1% | +11.4% | +9.3% |
| 3Y | -6.1% | -2.6% | -3.5% | -16.7% |
| 5Y | -27.3% | +25.2% | -52.5% | -37.2% |
| All | +1.4% | +23.8% | -22.4% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling