+62.5%
MDB vs BIYA
-99.9%
+162.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | -11.4% | -10.5% | -0.9% | -11.3% |
| 30D | -13.8% | -51.7% | +37.9% | -13.3% |
| 3M | -15.5% | -60.8% | +45.3% | -15.0% |
| 6M | +17.9% | -90.6% | +108.5% | +17.9% |
| YTD | -25.5% | -97.1% | +71.7% | -23.7% |
| 1Y | -12.1% | -99.1% | +87.0% | -5.9% |
| All | +62.5% | -99.9% | +162.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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