+1,065.8%
MDB vs BTI
+62.9%
+1,002.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -14.9% | -3.4% | -11.4% | -14.3% |
| 3M | +7.3% | -9.0% | +16.3% | +9.1% |
| 6M | +38.2% | -5.0% | +43.2% | +38.6% |
| YTD | -10.9% | -0.3% | -10.6% | -11.9% |
| 1Y | +11.6% | +3.1% | +8.5% | +9.3% |
| 3Y | -0.9% | +111.0% | -111.9% | -22.6% |
| 5Y | -23.5% | +117.0% | -140.5% | -40.8% |
| All | +1,065.8% | +62.9% | +1,002.9% | +823.5% |
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