+935.2%
MDB vs BB
-18.3%
+953.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -1.0% | +11.6% | -12.6% | -4.2% |
| 30D | -14.0% | +2.6% | -16.6% | -14.5% |
| 3M | -20.3% | +3.5% | -23.8% | -21.6% |
| 6M | +10.9% | +43.5% | -32.6% | -2.6% |
| YTD | -20.9% | +141.2% | -162.1% | -40.7% |
| 1Y | -11.2% | +97.4% | -108.6% | -29.7% |
| 3Y | -11.9% | +151.1% | -163.0% | -38.6% |
| 5Y | -40.2% | -12.8% | -27.4% | -47.5% |
| All | +935.2% | -18.3% | +953.5% | +613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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