+942.1%
MDB vs BTG
+137.5%
+804.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +6.8% | -9.1% | +15.9% | +8.9% |
| 30D | -6.2% | -1.6% | -4.6% | -6.2% |
| 3M | -29.2% | -2.8% | -26.4% | -29.3% |
| 6M | +10.3% | -7.6% | +17.9% | +10.5% |
| YTD | -20.4% | +10.2% | -30.6% | -24.0% |
| 1Y | -4.8% | +21.3% | -26.1% | -11.3% |
| 3Y | -11.6% | +82.7% | -94.3% | -27.8% |
| 5Y | -41.0% | +30.8% | -71.9% | -49.3% |
| All | +942.1% | +137.5% | +804.6% | +782.3% |
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