+1,049.8%
MDB vs BBWI
-23.6%
+1,073.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.7% |
| 7D | -17.4% | +1.5% | -18.9% | -17.7% |
| 30D | -2.0% | -5.2% | +3.2% | -1.3% |
| 3M | -3.0% | +11.1% | -14.1% | -5.9% |
| 6M | +48.7% | -13.4% | +62.1% | +50.0% |
| YTD | -12.1% | +0.1% | -12.2% | -14.5% |
| 1Y | +14.5% | -36.1% | +50.6% | +21.6% |
| 3Y | -6.1% | -44.1% | +38.0% | -1.0% |
| 5Y | -27.3% | -66.2% | +38.9% | -17.6% |
| All | +1,049.8% | -23.6% | +1,073.4% | +925.6% |
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