+3.3%
BLK vs MDB
+18.3%
-15.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.1% |
| 7D | -3.6% | -17.4% | +13.8% | -2.6% |
| 30D | -1.0% | -2.0% | +1.0% | -0.8% |
| 3M | +10.4% | -3.0% | +13.4% | +10.5% |
| 6M | +8.2% | +48.7% | -40.5% | +4.8% |
| YTD | +6.0% | -12.1% | +18.2% | +6.1% |
| 1Y | +3.3% | +14.5% | -11.2% | +3.7% |
| All | +3.3% | +18.3% | -15.0% | +3.7% |
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