+59.4%
BE vs MDB
-8.9%
+68.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | +20.5% | +11.6% | +9.0% | +19.4% |
| 30D | -23.4% | -8.9% | -14.4% | -22.9% |
| 3M | -14.9% | -22.4% | +7.5% | -14.1% |
| 6M | -28.1% | +10.1% | -38.1% | -26.7% |
| YTD | +132.4% | -19.0% | +151.4% | +150.7% |
| 1Y | +59.4% | -7.0% | +66.4% | +62.3% |
| All | +59.4% | -8.9% | +68.2% | +62.3% |
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