-23.5%
MDB vs BR
+7.7%
-31.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -2.8% | -6.0% | +3.2% | +3.2% |
| 30D | -14.9% | -0.9% | -14.0% | -14.1% |
| 3M | +7.3% | +16.4% | -9.0% | -8.0% |
| 6M | +38.2% | -8.2% | +46.4% | +49.7% |
| YTD | -10.9% | -23.2% | +12.3% | +14.2% |
| 1Y | +11.6% | -30.9% | +42.6% | +58.5% |
| 3Y | -0.9% | -5.0% | +4.1% | -4.4% |
| 5Y | -23.5% | +8.8% | -32.3% | -44.0% |
| All | -23.5% | +7.7% | -31.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling