-10.4%
MDB vs BAM
+93.4%
-103.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.0% |
| 7D | -0.9% | +5.3% | -6.2% | -4.6% |
| 30D | -15.2% | +18.1% | -33.3% | -25.5% |
| 3M | -17.9% | +4.2% | -22.1% | -20.7% |
| 6M | +9.3% | +11.1% | -1.8% | 0.0% |
| YTD | -22.0% | +6.6% | -28.6% | -26.3% |
| 1Y | -9.3% | +6.2% | -15.5% | -14.2% |
| 3Y | -10.4% | +95.0% | -105.4% | -42.4% |
| All | -10.4% | +93.4% | -103.8% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling