-5.6%
MDB vs BB
+68.2%
-73.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.2% |
| 7D | -18.0% | +0.5% | -18.5% | -18.1% |
| 30D | -10.7% | -12.4% | +1.6% | -6.9% |
| 3M | +1.0% | -15.3% | +16.3% | +5.0% |
| 6M | +31.6% | +128.8% | -97.2% | -1.0% |
| YTD | -15.2% | +107.7% | -122.8% | -34.0% |
| 1Y | +10.1% | +103.9% | -93.8% | -14.7% |
| 3Y | -5.6% | +72.6% | -78.2% | -30.4% |
| All | -5.6% | +68.2% | -73.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling