+173.2%
BKR vs MDB
-23.0%
+196.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -6.9% |
| 7D | -6.7% | -2.8% | -3.9% | -6.5% |
| 30D | -8.3% | -14.9% | +6.5% | -7.6% |
| 3M | -5.4% | +7.3% | -12.7% | -6.2% |
| 6M | +0.8% | +38.2% | -37.4% | -2.1% |
| YTD | +31.8% | -10.9% | +42.8% | +31.3% |
| 1Y | +28.6% | +11.6% | +16.9% | +25.8% |
| 3Y | +71.2% | -0.9% | +72.1% | +62.8% |
| All | +173.2% | -23.0% | +196.2% | +152.2% |
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