+1,065.8%
MDB vs BBY
+121.9%
+943.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -2.8% | +0.7% | -3.4% | -3.1% |
| 30D | -14.9% | +5.8% | -20.6% | -17.3% |
| 3M | +7.3% | +18.0% | -10.7% | -0.4% |
| 6M | +38.2% | +39.8% | -1.7% | +19.0% |
| YTD | -10.9% | +35.4% | -46.3% | -23.4% |
| 1Y | +11.6% | +21.4% | -9.8% | -0.5% |
| 3Y | -0.9% | +39.5% | -40.4% | -22.0% |
| 5Y | -23.5% | -0.5% | -23.0% | -32.2% |
| All | +1,065.8% | +121.9% | +943.9% | +624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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