+875.5%
MDB vs BN
+197.6%
+677.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.3% |
| 7D | -11.4% | +5.3% | -16.7% | -15.1% |
| 30D | -13.8% | +11.9% | -25.7% | -20.9% |
| 3M | -15.5% | -5.7% | -9.7% | -12.3% |
| 6M | +17.9% | -10.6% | +28.5% | +25.9% |
| YTD | -25.5% | -9.4% | -16.1% | -21.3% |
| 1Y | -12.1% | -8.8% | -3.3% | -7.8% |
| 3Y | -5.9% | +95.6% | -101.5% | -41.7% |
| 5Y | -43.7% | +30.2% | -73.8% | -54.3% |
| All | +875.5% | +197.6% | +677.9% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling