+33.6%
BN vs MDY
+35.5%
-1.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.5% |
| 7D | -0.3% | +3.0% | -3.3% | -4.0% |
| 30D | +13.6% | +0.8% | +12.7% | +12.4% |
| 3M | -6.7% | -5.1% | -1.5% | -0.3% |
| 6M | -9.0% | +1.2% | -10.1% | -10.4% |
| YTD | -8.8% | +12.5% | -21.3% | -21.3% |
| 1Y | -10.6% | +13.8% | -24.4% | -23.9% |
| 3Y | +98.8% | +56.4% | +42.3% | +16.3% |
| 5Y | +33.6% | +35.3% | -1.7% | -7.0% |
| All | +33.6% | +35.5% | -1.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling