-8.6%
BN vs MDY
+17.9%
-26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -9.5% | -1.5% | -8.0% | -7.9% |
| 3M | -10.4% | +0.8% | -11.1% | -11.4% |
| 6M | -6.4% | +7.4% | -13.8% | -14.6% |
| YTD | -11.9% | +15.2% | -27.1% | -26.3% |
| 1Y | -8.6% | +16.5% | -25.2% | -24.7% |
| All | -8.6% | +17.9% | -26.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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