-28.9%
BA vs MDB
+924.6%
-953.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.4% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | -7.9% | -11.3% | +3.4% | -6.6% |
| 3M | -25.2% | -23.0% | -2.2% | -23.1% |
| 6M | -26.7% | +14.8% | -41.5% | -29.8% |
| YTD | -19.6% | -19.4% | -0.2% | -19.8% |
| 1Y | -10.6% | -9.0% | -1.6% | -12.6% |
| 3Y | -11.2% | -10.3% | -1.0% | -18.0% |
| 5Y | -20.4% | -38.4% | +17.9% | -28.3% |
| All | -28.9% | +924.6% | -953.5% | -59.1% |
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