+17,361.0%
BN vs MDY
+2,597.3%
+14,763.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | -0.3% | +3.0% | -3.3% | -2.8% |
| 30D | +13.6% | +0.8% | +12.7% | +12.9% |
| 3M | -6.7% | -5.1% | -1.5% | -2.3% |
| 6M | -9.0% | +1.2% | -10.1% | -9.8% |
| YTD | -8.8% | +12.5% | -21.3% | -17.0% |
| 1Y | -10.6% | +13.8% | -24.4% | -19.3% |
| 3Y | +98.8% | +56.4% | +42.3% | +41.6% |
| 5Y | +33.6% | +35.3% | -1.7% | +9.2% |
| 10Y | +298.3% | +167.7% | +130.6% | +96.6% |
| All | +17,361.0% | +2,597.3% | +14,763.7% | +2,743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling