+93.2%
MDB vs BAM
+86.2%
+7.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.1% |
| 7D | -11.4% | +9.7% | -21.1% | -17.4% |
| 30D | -13.8% | +19.0% | -32.8% | -24.2% |
| 3M | -15.5% | +0.6% | -16.0% | -16.3% |
| 6M | +17.9% | +11.1% | +6.9% | +8.2% |
| YTD | -25.5% | +4.2% | -29.6% | -28.4% |
| 1Y | -12.1% | +3.3% | -15.4% | -15.0% |
| 3Y | -5.9% | +88.8% | -94.6% | -36.2% |
| All | +93.2% | +86.2% | +7.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling