-68.8%
BBWI vs MDY
+45.8%
-114.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -4.8% |
| 7D | -4.4% | -0.8% | -3.7% | -3.2% |
| 30D | -7.4% | -3.9% | -3.5% | -2.1% |
| 3M | -2.2% | 0.0% | -2.2% | -2.1% |
| 6M | -16.3% | +8.5% | -24.9% | -25.4% |
| YTD | -9.1% | +13.2% | -22.4% | -23.4% |
| 1Y | -34.5% | +15.0% | -49.5% | -45.8% |
| 3Y | -47.0% | +49.6% | -96.5% | -68.8% |
| 5Y | -68.8% | +46.0% | -114.9% | -81.0% |
| All | -68.8% | +45.8% | -114.7% | -81.0% |
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