+1,065.8%
MDB vs BR
+136.2%
+929.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -2.8% | -6.0% | +3.2% | +2.5% |
| 30D | -14.9% | -0.9% | -14.0% | -14.1% |
| 3M | +7.3% | +16.4% | -9.0% | -6.4% |
| 6M | +38.2% | -8.2% | +46.4% | +48.4% |
| YTD | -10.9% | -23.2% | +12.3% | +10.5% |
| 1Y | +11.6% | -30.9% | +42.6% | +51.0% |
| 3Y | -0.9% | -5.0% | +4.1% | -0.5% |
| 5Y | -23.5% | +8.8% | -32.3% | -31.7% |
| All | +1,065.8% | +136.2% | +929.5% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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