+764.1%
BBWI vs MDY
+2,662.7%
-1,898.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -5.2% | -1.5% | -3.7% | -3.7% |
| 3M | +11.1% | +0.8% | +10.3% | +10.3% |
| 6M | -13.4% | +7.4% | -20.8% | -19.5% |
| YTD | +0.1% | +15.2% | -15.1% | -13.5% |
| 1Y | -36.1% | +16.5% | -52.7% | -45.2% |
| 3Y | -44.1% | +46.8% | -90.9% | -61.1% |
| 5Y | -66.2% | +46.0% | -112.3% | -75.6% |
| 10Y | -54.8% | +172.1% | -226.8% | -80.7% |
| All | +764.1% | +2,662.7% | -1,898.6% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling