+942.1%
MDB vs BNS
+126.2%
+815.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | +0.9% | +5.9% | +6.3% |
| 30D | -6.2% | +2.8% | -9.0% | -7.5% |
| 3M | -29.2% | +3.0% | -32.2% | -30.6% |
| 6M | +10.3% | +23.3% | -13.0% | -3.5% |
| YTD | -20.4% | +29.3% | -49.7% | -32.4% |
| 1Y | -4.8% | +41.7% | -46.5% | -23.3% |
| 3Y | -11.6% | +147.7% | -159.3% | -48.8% |
| 5Y | -41.0% | +79.4% | -120.4% | -58.9% |
| All | +942.1% | +126.2% | +815.9% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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