+256.9%
BN vs MDY
+175.0%
+81.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.2% |
| 7D | -5.9% | -2.5% | -3.3% | -3.2% |
| 30D | -15.1% | -5.0% | -10.0% | -10.1% |
| 3M | -14.6% | +0.5% | -15.0% | -15.1% |
| 6M | -8.4% | +8.0% | -16.4% | -15.7% |
| YTD | -16.8% | +12.2% | -29.0% | -26.5% |
| 1Y | -14.4% | +14.0% | -28.4% | -25.6% |
| 3Y | +70.1% | +48.2% | +21.9% | +14.4% |
| 5Y | +33.5% | +46.1% | -12.5% | -7.7% |
| All | +256.9% | +175.0% | +81.9% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling