+121.3%
MDB vs BAM
+67.8%
+53.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +2.3% |
| 7D | -4.5% | -3.9% | -0.6% | -1.8% |
| 30D | -14.0% | -8.8% | -5.2% | -8.0% |
| 3M | +5.3% | +2.2% | +3.1% | +3.8% |
| 6M | +31.9% | +5.9% | +26.0% | +25.7% |
| YTD | -14.6% | -6.1% | -8.5% | -11.0% |
| 1Y | +8.2% | -11.6% | +19.9% | +17.1% |
| 3Y | -5.0% | +51.7% | -56.7% | -24.9% |
| All | +121.3% | +67.8% | +53.5% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling