+959.5%
MDB vs BNS
+126.5%
+833.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +11.6% | +1.0% | +10.6% | +11.0% |
| 30D | -8.9% | +2.7% | -11.7% | -10.1% |
| 3M | -22.4% | +3.5% | -25.9% | -24.1% |
| 6M | +10.1% | +22.1% | -12.0% | -3.1% |
| YTD | -19.0% | +29.5% | -48.5% | -31.3% |
| 1Y | -7.0% | +40.7% | -47.7% | -24.7% |
| 3Y | -9.8% | +148.6% | -158.4% | -47.9% |
| 5Y | -40.1% | +79.6% | -119.7% | -58.3% |
| All | +959.5% | +126.5% | +833.0% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling