+1,141.2%
BR vs MDY
+460.4%
+680.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | -5.9% | +1.0% | -7.0% | -6.6% |
| 30D | +1.9% | -3.1% | +5.0% | +4.1% |
| 3M | +14.7% | +1.8% | +12.8% | +13.0% |
| 6M | -12.8% | +10.8% | -23.6% | -19.3% |
| YTD | -23.0% | +14.4% | -37.5% | -30.7% |
| 1Y | -31.7% | +15.2% | -46.9% | -38.9% |
| 3Y | -4.8% | +51.2% | -56.0% | -30.7% |
| 5Y | +7.8% | +47.2% | -39.4% | -20.7% |
| 10Y | +184.1% | +171.1% | +13.0% | +29.8% |
| All | +1,141.2% | +460.4% | +680.8% | +234.2% |
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 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