-47.7%
BBWI vs MDY
+165.3%
-213.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.1% | +2.3% | -2.1% | -3.1% |
| 30D | +12.9% | +2.0% | +10.9% | +9.9% |
| 3M | +16.0% | -5.6% | +21.6% | +26.1% |
| 6M | +16.6% | +1.3% | +15.3% | +14.8% |
| YTD | +9.7% | +12.3% | -2.6% | -6.3% |
| 1Y | +1.5% | +15.8% | -14.3% | -16.7% |
| 3Y | -21.4% | +56.5% | -77.8% | -56.7% |
| 5Y | -67.6% | +35.1% | -102.7% | -77.6% |
| All | -47.7% | +165.3% | -213.0% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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