+290.2%
BN vs MDY
+165.3%
+124.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -1.0% | +2.3% | -3.3% | -3.4% |
| 30D | +14.0% | +2.0% | +12.0% | +11.5% |
| 3M | -9.0% | -5.6% | -3.4% | -3.0% |
| 6M | -8.8% | +1.3% | -10.1% | -10.1% |
| YTD | -10.3% | +12.3% | -22.6% | -20.9% |
| 1Y | -5.8% | +15.8% | -21.6% | -19.7% |
| 3Y | +94.8% | +56.5% | +38.3% | +23.0% |
| 5Y | +31.5% | +35.1% | -3.7% | -2.0% |
| All | +290.2% | +165.3% | +124.9% | +56.8% |
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