+98.0%
BN vs MDY
+57.0%
+41.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.5% |
| 7D | -0.3% | +3.0% | -3.3% | -4.1% |
| 30D | +13.6% | +0.8% | +12.7% | +12.3% |
| 3M | -6.7% | -5.1% | -1.5% | -0.1% |
| 6M | -9.0% | +1.2% | -10.1% | -10.6% |
| YTD | -8.8% | +12.5% | -21.3% | -22.0% |
| 1Y | -10.6% | +13.8% | -24.4% | -24.6% |
| All | +98.0% | +57.0% | +41.0% | +9.8% |
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 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