+920.8%
MDB vs BBWI
-14.8%
+935.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.8% | +4.3% |
| 7D | -0.9% | -6.2% | +5.2% | +0.4% |
| 30D | -15.2% | +25.5% | -40.7% | -19.4% |
| 3M | -17.9% | +8.0% | -25.9% | -20.1% |
| 6M | +9.3% | +12.7% | -3.4% | +4.4% |
| YTD | -22.0% | +11.6% | -33.6% | -26.3% |
| 1Y | -9.3% | -0.9% | -8.4% | -13.1% |
| 3Y | -10.4% | -22.7% | +12.3% | -12.5% |
| 5Y | -43.2% | -67.2% | +23.9% | -36.3% |
| All | +920.8% | -14.8% | +935.6% | +783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling