+70.1%
BWA vs MDY
+47.3%
+22.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.7% |
| 7D | -0.1% | -2.5% | +2.5% | +2.7% |
| 30D | -5.5% | -5.0% | -0.4% | -0.1% |
| 3M | -7.6% | +0.5% | -8.1% | -7.9% |
| 6M | +25.0% | +8.0% | +17.0% | +16.3% |
| YTD | +47.0% | +12.2% | +34.8% | +31.3% |
| 1Y | +54.0% | +14.0% | +40.0% | +35.3% |
| All | +70.1% | +47.3% | +22.8% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling