-14.0%
MDB vs BTSG
+495.4%
-509.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +11.6% | +8.5% | +3.1% | +10.0% |
| 30D | -8.9% | +14.0% | -23.0% | -11.0% |
| 3M | -22.4% | +19.7% | -42.1% | -25.2% |
| 6M | +10.1% | +28.7% | -18.7% | +1.5% |
| YTD | -19.0% | +90.8% | -109.8% | -33.2% |
| 1Y | -7.0% | +112.4% | -119.4% | -25.6% |
| All | -14.0% | +495.4% | -509.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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