+593.0%
BE vs MDB
+434.7%
+158.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.5% |
| 7D | -14.7% | -11.4% | -3.4% | -10.9% |
| 30D | -40.5% | -13.8% | -26.7% | -37.1% |
| 3M | -24.3% | -15.5% | -8.9% | -21.6% |
| 6M | -39.3% | +17.9% | -57.2% | -46.4% |
| YTD | +99.4% | -25.5% | +124.8% | +100.3% |
| 1Y | +26.6% | -12.1% | +38.7% | +19.1% |
| 3Y | +1,616.9% | -5.9% | +1,622.8% | +1,300.1% |
| 5Y | +441.4% | -43.7% | +485.1% | +371.5% |
| All | +593.0% | +434.7% | +158.3% | +226.5% |
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