+1,029.4%
MDB vs BNY
+282.3%
+747.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -1.8% | -1.3% | -0.4% | -1.2% |
| 30D | -17.3% | -0.2% | -17.1% | -17.4% |
| 3M | +2.2% | +14.9% | -12.7% | -4.8% |
| 6M | +33.9% | +40.0% | -6.1% | +13.5% |
| YTD | -13.7% | +42.0% | -55.7% | -27.2% |
| 1Y | +9.1% | +56.9% | -47.8% | -12.2% |
| 3Y | -8.1% | +289.9% | -298.0% | -50.1% |
| 5Y | -25.9% | +259.2% | -285.1% | -58.8% |
| All | +1,029.4% | +282.3% | +747.1% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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