-16.2%
BA vs MDB
-11.2%
-4.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -1.1% | +6.8% | -7.9% | -1.9% |
| 30D | -7.1% | -6.2% | -0.9% | -6.7% |
| 3M | -25.5% | -29.2% | +3.7% | -22.9% |
| 6M | -28.7% | +10.3% | -39.0% | -30.8% |
| YTD | -21.0% | -20.4% | -0.6% | -20.8% |
| 1Y | -11.9% | -4.8% | -7.0% | -14.1% |
| 3Y | -16.2% | -11.6% | -4.6% | -26.0% |
| All | -16.2% | -11.2% | -4.9% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling