-5.6%
MDB vs BR
-4.7%
-0.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.7% |
| 7D | -18.0% | -5.9% | -12.1% | -14.2% |
| 30D | -10.7% | +1.9% | -12.6% | -11.8% |
| 3M | +1.0% | +14.7% | -13.7% | -8.6% |
| 6M | +31.6% | -12.8% | +44.4% | +42.8% |
| YTD | -15.2% | -23.0% | +7.9% | +0.2% |
| 1Y | +10.1% | -31.7% | +41.8% | +41.0% |
| 3Y | -5.6% | -4.8% | -0.9% | +3.5% |
| All | -5.6% | -4.7% | -0.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling