+707.7%
BE vs MDB
+480.7%
+227.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +20.5% | +11.6% | +9.0% | +16.4% |
| 30D | -23.4% | -8.9% | -14.4% | -20.3% |
| 3M | -14.9% | -22.4% | +7.5% | -8.7% |
| 6M | -28.1% | +10.1% | -38.1% | -34.2% |
| YTD | +132.4% | -19.0% | +151.4% | +127.4% |
| 1Y | +59.4% | -7.0% | +66.4% | +47.5% |
| 3Y | +1,815.8% | -9.8% | +1,825.7% | +1,509.9% |
| 5Y | +491.3% | -40.1% | +531.4% | +405.3% |
| All | +707.7% | +480.7% | +227.0% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling