+1,076.1%
BE vs MDB
-28.4%
+1,104.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.1% | +11.4% | +8.6% |
| 7D | +20.0% | -17.4% | +37.4% | +26.5% |
| 30D | +7.9% | -2.0% | +9.9% | +6.9% |
| 3M | -13.2% | -3.0% | -10.2% | -14.8% |
| 6M | +53.5% | +48.7% | +4.8% | +24.8% |
| YTD | +191.0% | -12.1% | +203.2% | +179.4% |
| 1Y | +360.5% | +14.5% | +346.0% | +298.3% |
| 3Y | +1,568.0% | -6.1% | +1,574.2% | +1,290.0% |
| All | +1,076.1% | -28.4% | +1,104.5% | +870.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling