-5.6%
MDB vs BTI
+113.6%
-119.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -18.0% | -1.4% | -16.6% | -18.1% |
| 30D | -10.7% | -7.0% | -3.7% | -11.0% |
| 3M | +1.0% | -6.3% | +7.3% | +0.7% |
| 6M | +31.6% | -2.0% | +33.6% | +31.0% |
| YTD | -15.2% | +0.2% | -15.4% | -15.5% |
| 1Y | +10.1% | +3.8% | +6.3% | +9.4% |
| 3Y | -5.6% | +112.1% | -117.7% | -25.3% |
| All | -5.6% | +113.6% | -119.3% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling