+145.5%
BKR vs MDB
+978.8%
-833.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +0.9% |
| 7D | +0.4% | -18.0% | +18.4% | +1.9% |
| 30D | +3.9% | -10.7% | +14.6% | +4.5% |
| 3M | -1.1% | +1.0% | -2.0% | -1.6% |
| 6M | +7.6% | +31.6% | -24.0% | +4.2% |
| YTD | +41.9% | -15.2% | +57.1% | +41.7% |
| 1Y | +42.2% | +10.1% | +32.1% | +38.5% |
| 3Y | +84.3% | -5.6% | +89.9% | +75.2% |
| 5Y | +215.7% | -24.5% | +240.2% | +191.3% |
| All | +145.5% | +978.8% | -833.3% | +47.6% |
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 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