-24.5%
MDB vs BN
+35.3%
-59.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -1.1% |
| 7D | -18.0% | -1.2% | -16.8% | -17.1% |
| 30D | -10.7% | -10.9% | +0.2% | -0.5% |
| 3M | +1.0% | -11.1% | +12.1% | +12.3% |
| 6M | +31.6% | -4.4% | +36.0% | +34.2% |
| YTD | -15.2% | -14.1% | -1.0% | -3.8% |
| 1Y | +10.1% | -11.1% | +21.2% | +19.3% |
| 3Y | -5.6% | +75.6% | -81.2% | -51.6% |
| 5Y | -24.5% | +35.8% | -60.3% | -41.0% |
| All | -24.5% | +35.3% | -59.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling