+1,049.8%
MDB vs BTI
+64.3%
+985.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -17.4% | -1.4% | -16.0% | -17.2% |
| 30D | -2.0% | -6.6% | +4.6% | -0.7% |
| 3M | -3.0% | -3.0% | 0.0% | -2.9% |
| 6M | +48.7% | -6.7% | +55.4% | +49.6% |
| YTD | -12.1% | +0.6% | -12.7% | -13.3% |
| 1Y | +14.5% | +5.6% | +8.9% | +11.4% |
| 3Y | -6.1% | +110.3% | -116.5% | -26.5% |
| 5Y | -27.3% | +114.3% | -141.6% | -43.5% |
| All | +1,049.8% | +64.3% | +985.5% | +809.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling