-29.8%
BA vs MDB
+892.0%
-921.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.3% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -9.5% | -15.2% | +5.7% | -7.6% |
| 3M | -26.5% | -17.9% | -8.6% | -25.1% |
| 6M | -27.4% | +9.3% | -36.7% | -29.9% |
| YTD | -20.6% | -22.0% | +1.4% | -20.4% |
| 1Y | -11.4% | -9.3% | -2.1% | -13.4% |
| 3Y | -10.8% | -10.4% | -0.5% | -17.6% |
| 5Y | -21.9% | -43.2% | +21.3% | -28.9% |
| All | -29.8% | +892.0% | -921.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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