+33.2%
BE vs MDB
-8.6%
+41.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.5% |
| 7D | -13.4% | -1.0% | -12.3% | -13.3% |
| 30D | -33.9% | -14.0% | -19.9% | -33.3% |
| 3M | -12.0% | -20.3% | +8.4% | -10.9% |
| 6M | -29.0% | +10.9% | -39.8% | -27.7% |
| YTD | +113.4% | -20.9% | +134.3% | +130.7% |
| 1Y | +33.2% | -11.2% | +44.4% | +35.5% |
| All | +33.2% | -8.6% | +41.8% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling