-6.7%
MDB vs BTSG
+406.1%
-412.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.9% |
| 7D | -17.4% | +2.7% | -20.1% | -17.9% |
| 30D | -2.0% | -3.6% | +1.6% | -1.5% |
| 3M | -3.0% | +5.8% | -8.8% | -6.3% |
| 6M | +48.7% | +44.7% | +3.9% | +30.2% |
| YTD | -12.1% | +62.2% | -74.3% | -25.2% |
| 1Y | +14.5% | +152.1% | -137.6% | -13.9% |
| All | -6.7% | +406.1% | -412.8% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling