+68.8%
BN vs MDY
+48.7%
+20.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.0% |
| 30D | -13.0% | -3.9% | -9.1% | -8.4% |
| 3M | -15.2% | 0.0% | -15.2% | -15.4% |
| 6M | -5.9% | +8.5% | -14.5% | -15.7% |
| YTD | -15.8% | +13.2% | -29.0% | -28.7% |
| 1Y | -12.2% | +15.0% | -27.2% | -27.2% |
| All | +68.8% | +48.7% | +20.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling