-24.7%
MDB vs BB
-30.6%
+5.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -5.6% | -11.8% | -15.0% |
| 30D | -2.0% | -11.8% | +9.8% | +4.0% |
| 3M | -3.0% | -25.5% | +22.5% | +8.3% |
| 6M | +48.7% | +121.3% | -72.6% | -4.0% |
| YTD | -12.1% | +103.2% | -115.3% | -40.6% |
| 1Y | +14.5% | +102.6% | -88.1% | -24.0% |
| 3Y | -6.1% | +37.5% | -43.6% | -30.7% |
| All | -24.7% | -30.6% | +5.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling