+9.7%
BKR vs MDB
-8.5%
+18.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.5% |
| 7D | -8.8% | -16.5% | +7.8% | -8.6% |
| 30D | -13.1% | -8.6% | -4.5% | -12.9% |
| 3M | -18.9% | -13.6% | -5.3% | -18.8% |
| 6M | -27.2% | +24.1% | -51.3% | -27.0% |
| YTD | +10.7% | -21.8% | +32.5% | +9.6% |
| 1Y | +9.7% | -7.7% | +17.4% | +9.3% |
| All | +9.7% | -8.5% | +18.2% | +9.3% |
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