+1,010.1%
MDB vs BWA
+65.4%
+944.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -18.0% | +4.3% | -22.3% | -19.2% |
| 30D | -10.7% | -2.9% | -7.8% | -10.1% |
| 3M | +1.0% | -12.4% | +13.4% | +4.6% |
| 6M | +31.6% | +28.6% | +3.1% | +18.8% |
| YTD | -15.2% | +48.2% | -63.4% | -28.4% |
| 1Y | +10.1% | +50.9% | -40.8% | -8.0% |
| 3Y | -5.6% | +72.2% | -77.8% | -27.1% |
| 5Y | -24.5% | +91.1% | -115.6% | -44.4% |
| All | +1,010.1% | +65.4% | +944.7% | +599.9% |
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