-10.5%
MDB vs BTI
+146.0%
-156.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.9% |
| 7D | +3.0% | -3.0% | +6.0% | +2.7% |
| 30D | -11.3% | +9.8% | -21.1% | -10.7% |
| 3M | -23.0% | +9.2% | -32.2% | -22.6% |
| 6M | +14.8% | +4.0% | +10.7% | +15.1% |
| YTD | -19.4% | +12.7% | -32.1% | -19.1% |
| 1Y | -9.0% | +15.9% | -24.9% | -8.7% |
| All | -10.5% | +146.0% | -156.6% | -30.2% |
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