-0.9%
BA vs MDB
-28.4%
+27.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.5% |
| 7D | +1.2% | -17.4% | +18.6% | +3.9% |
| 30D | -11.6% | -2.0% | -9.6% | -11.8% |
| 3M | -2.4% | -3.0% | +0.6% | -2.8% |
| 6M | -6.6% | +48.7% | -55.3% | -14.1% |
| YTD | -2.2% | -12.1% | +9.9% | -3.0% |
| 1Y | -8.0% | +14.5% | -22.5% | -13.0% |
| 3Y | -5.0% | -6.1% | +1.2% | -13.4% |
| All | -0.9% | -28.4% | +27.4% | -13.9% |
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