+954.3%
MDB vs BTI
+84.1%
+870.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | +3.0% | -3.0% | +6.0% | +3.5% |
| 30D | -11.3% | +9.8% | -21.1% | -13.2% |
| 3M | -23.0% | +9.2% | -32.2% | -24.6% |
| 6M | +14.8% | +4.0% | +10.7% | +12.9% |
| YTD | -19.4% | +12.7% | -32.1% | -22.5% |
| 1Y | -9.0% | +15.9% | -24.9% | -13.2% |
| 3Y | -10.3% | +148.9% | -159.2% | -32.7% |
| 5Y | -38.4% | +152.8% | -191.1% | -53.9% |
| All | +954.3% | +84.1% | +870.2% | +711.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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