-24.5%
MDB vs BTG
+75.0%
-99.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -4.5% | +2.4% | -6.9% | -5.1% |
| 30D | -14.0% | +9.5% | -23.5% | -16.4% |
| 3M | +5.3% | +38.5% | -33.2% | -4.7% |
| 6M | +31.9% | +5.6% | +26.2% | +27.1% |
| YTD | -14.6% | +23.9% | -38.5% | -21.5% |
| 1Y | +8.2% | +32.1% | -23.9% | -4.4% |
| 3Y | -5.0% | +103.2% | -108.2% | -30.5% |
| 5Y | -24.5% | +79.7% | -104.3% | -42.4% |
| All | -24.5% | +75.0% | -99.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling