+920.8%
MDB vs BWA
+28.4%
+892.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.7% | +3.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -15.2% | -16.1% | +0.9% | -10.3% |
| 3M | -17.9% | -24.6% | +6.7% | -10.8% |
| 6M | +9.3% | -15.7% | +25.0% | +13.2% |
| YTD | -22.0% | +15.1% | -37.1% | -28.9% |
| 1Y | -9.3% | +15.9% | -25.2% | -17.7% |
| 3Y | -10.4% | +67.1% | -77.5% | -31.0% |
| 5Y | -43.2% | +34.7% | -78.0% | -53.9% |
| All | +920.8% | +28.4% | +892.4% | +594.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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