+30.9%
BLK vs MDB
-22.0%
+52.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | -5.2% | -2.8% | -2.4% | -4.8% |
| 30D | -7.0% | -14.9% | +7.8% | -5.3% |
| 3M | +5.7% | +7.3% | -1.7% | +3.9% |
| 6M | +11.0% | +38.2% | -27.2% | +4.3% |
| YTD | +0.9% | -10.9% | +11.8% | +0.1% |
| 1Y | -1.6% | +11.6% | -13.3% | -6.1% |
| 3Y | +64.5% | -0.9% | +65.4% | +50.6% |
| 5Y | +30.9% | -23.5% | +54.4% | +12.2% |
| All | +30.9% | -22.0% | +52.8% | +12.2% |
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