+942.1%
MDB vs BN
+194.6%
+747.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.5% |
| 7D | +6.8% | -1.0% | +7.8% | +7.6% |
| 30D | -6.2% | +14.0% | -20.2% | -15.0% |
| 3M | -29.2% | -9.0% | -20.2% | -24.9% |
| 6M | +10.3% | -8.8% | +19.1% | +16.1% |
| YTD | -20.4% | -10.3% | -10.1% | -15.3% |
| 1Y | -4.8% | -5.8% | +1.0% | -2.3% |
| 3Y | -11.6% | +94.8% | -106.4% | -45.0% |
| 5Y | -41.0% | +31.5% | -72.5% | -52.3% |
| All | +942.1% | +194.6% | +747.5% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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