-22.1%
BA vs MDB
-44.1%
+21.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +1.1% | -11.4% | +12.4% | +2.9% |
| 30D | -7.9% | -13.8% | +5.9% | -6.1% |
| 3M | -25.3% | -15.5% | -9.9% | -24.3% |
| 6M | -24.6% | +17.9% | -42.5% | -28.4% |
| YTD | -20.1% | -25.5% | +5.3% | -19.3% |
| 1Y | -11.8% | -12.1% | +0.3% | -13.5% |
| 3Y | -10.1% | -5.9% | -4.3% | -19.1% |
| All | -22.1% | -44.1% | +21.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling