+911.5%
BE vs MDB
+530.2%
+381.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.1% | +11.4% | +8.7% |
| 7D | +20.0% | -17.4% | +37.4% | +26.9% |
| 30D | +7.9% | -2.0% | +9.9% | +6.8% |
| 3M | -13.2% | -3.0% | -10.2% | -14.9% |
| 6M | +53.5% | +48.7% | +4.8% | +24.0% |
| YTD | +191.0% | -12.1% | +203.2% | +177.6% |
| 1Y | +360.5% | +14.5% | +346.0% | +296.3% |
| 3Y | +1,568.0% | -6.1% | +1,574.2% | +1,278.6% |
| 5Y | +1,055.2% | -27.3% | +1,082.5% | +823.2% |
| All | +911.5% | +530.2% | +381.3% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling