-11.6%
MDB vs BWA
+64.0%
-75.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.8% | +4.3% | +2.6% | +6.0% |
| 30D | -6.2% | -13.0% | +6.8% | -4.0% |
| 3M | -29.2% | -24.8% | -4.4% | -26.0% |
| 6M | +10.3% | -23.5% | +33.8% | +14.6% |
| YTD | -20.4% | +13.8% | -34.2% | -26.9% |
| 1Y | -4.8% | +13.4% | -18.3% | -12.6% |
| 3Y | -11.6% | +62.8% | -74.3% | -33.4% |
| All | -11.6% | +64.0% | -75.5% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling