-25.6%
BB vs MDY
+45.3%
-70.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | 0.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.9% |
| 30D | -12.2% | -3.9% | -8.4% | -7.1% |
| 3M | -12.3% | 0.0% | -12.3% | -11.9% |
| 6M | +122.7% | +8.5% | +114.2% | +100.4% |
| YTD | +104.5% | +13.2% | +91.3% | +73.0% |
| 1Y | +106.7% | +15.0% | +91.6% | +70.4% |
| 3Y | +70.0% | +49.6% | +20.4% | -3.7% |
| All | -25.6% | +45.3% | -70.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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