-13.6%
BA vs MDB
+1,017.4%
-1,031.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | +1.2% | -17.4% | +18.6% | +3.8% |
| 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% | -13.7% |
| YTD | -2.2% | -12.1% | +9.9% | -3.0% |
| 1Y | -8.0% | +14.5% | -22.5% | -12.6% |
| 3Y | -5.0% | -6.1% | +1.2% | -12.5% |
| 5Y | -2.7% | -27.3% | +24.6% | -14.0% |
| All | -13.6% | +1,017.4% | -1,031.0% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling