+1,065.8%
MDB vs BTG
+159.3%
+906.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.9% |
| 7D | -2.8% | -5.5% | +2.7% | -1.6% |
| 30D | -14.9% | +6.1% | -21.0% | -16.3% |
| 3M | +7.3% | +38.6% | -31.3% | -1.1% |
| 6M | +38.2% | +0.7% | +37.5% | +35.4% |
| YTD | -10.9% | +20.3% | -31.3% | -16.3% |
| 1Y | +11.6% | +25.0% | -13.4% | +2.7% |
| 3Y | -0.9% | +97.3% | -98.2% | -20.3% |
| 5Y | -23.5% | +78.3% | -101.8% | -37.7% |
| All | +1,065.8% | +159.3% | +906.5% | +871.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling