+8.2%
BR vs MDY
+46.3%
-38.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -3.0% | -1.9% | -1.1% | -1.9% |
| 30D | -0.3% | -4.6% | +4.3% | +2.5% |
| 3M | +17.3% | -1.2% | +18.5% | +18.0% |
| 6M | -6.7% | +9.2% | -15.9% | -12.2% |
| YTD | -23.4% | +13.1% | -36.5% | -29.9% |
| 1Y | -32.7% | +13.0% | -45.7% | -38.4% |
| 3Y | -5.9% | +49.2% | -55.1% | -30.7% |
| All | +8.2% | +46.3% | -38.1% | -21.9% |
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