-58.9%
BBWI vs MDY
+175.0%
-233.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -0.1% |
| 7D | -8.0% | -2.5% | -5.5% | -4.5% |
| 30D | -6.6% | -5.0% | -1.6% | +0.5% |
| 3M | -2.7% | +0.5% | -3.2% | -3.2% |
| 6M | -12.8% | +8.0% | -20.8% | -21.7% |
| YTD | -10.5% | +12.2% | -22.6% | -23.5% |
| 1Y | -35.3% | +14.0% | -49.3% | -45.7% |
| 3Y | -47.7% | +48.2% | -95.9% | -68.8% |
| 5Y | -68.9% | +46.1% | -114.9% | -80.7% |
| All | -58.9% | +175.0% | -233.8% | -88.3% |
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