-11.2%
MDB vs BN
-7.9%
-3.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +2.1% |
| 7D | -1.0% | +4.3% | -5.3% | -3.3% |
| 30D | -14.0% | +14.3% | -28.3% | -21.0% |
| 3M | -20.3% | -4.1% | -16.2% | -18.3% |
| 6M | +10.9% | -9.7% | +20.5% | +17.4% |
| YTD | -20.9% | -7.1% | -13.8% | -17.0% |
| 1Y | -11.2% | -7.4% | -3.8% | -6.7% |
| All | -11.2% | -7.9% | -3.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling