-68.0%
BBWI vs MDY
+35.5%
-103.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -1.3% |
| 7D | -4.5% | +3.0% | -7.6% | -8.6% |
| 30D | +17.1% | +0.8% | +16.3% | +15.8% |
| 3M | +17.5% | -5.1% | +22.6% | +26.7% |
| 6M | +12.8% | +1.2% | +11.7% | +11.2% |
| YTD | +8.2% | +12.5% | -4.3% | -7.8% |
| 1Y | -1.8% | +13.8% | -15.6% | -17.3% |
| 3Y | -25.8% | +56.4% | -82.2% | -58.8% |
| 5Y | -68.0% | +35.3% | -103.3% | -78.4% |
| All | -68.0% | +35.5% | -103.6% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling