+1,049.8%
MDB vs BTG
+170.4%
+879.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -17.4% | -0.9% | -16.6% | -17.4% |
| 30D | -2.0% | +36.8% | -38.9% | -9.1% |
| 3M | -3.0% | +23.1% | -26.1% | -8.2% |
| 6M | +48.7% | +3.5% | +45.2% | +44.7% |
| YTD | -12.1% | +25.5% | -37.6% | -18.1% |
| 1Y | +14.5% | +40.1% | -25.6% | +2.7% |
| 3Y | -6.1% | +101.1% | -107.3% | -24.8% |
| 5Y | -27.3% | +70.6% | -97.9% | -40.5% |
| All | +1,049.8% | +170.4% | +879.4% | +849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling