+1,029.4%
MDB vs BBWI
-27.3%
+1,056.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.5% | -4.5% |
| 7D | -1.8% | -4.8% | +3.0% | -0.9% |
| 30D | -17.3% | +3.5% | -20.8% | -18.2% |
| 3M | +2.2% | -0.3% | +2.5% | +1.3% |
| 6M | +33.9% | -5.4% | +39.2% | +32.4% |
| YTD | -13.7% | -4.7% | -9.0% | -15.3% |
| 1Y | +9.1% | -30.5% | +39.5% | +13.4% |
| 3Y | -8.1% | -44.3% | +36.2% | -3.3% |
| 5Y | -25.9% | -66.9% | +41.0% | -15.6% |
| All | +1,029.4% | -27.3% | +1,056.7% | +916.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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