+1,049.8%
MDB vs BWA
+68.6%
+981.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.8% | -4.9% |
| 7D | -17.4% | +5.7% | -23.1% | -19.0% |
| 30D | -2.0% | +1.4% | -3.4% | -2.6% |
| 3M | -3.0% | -12.1% | +9.1% | +0.4% |
| 6M | +48.7% | +28.6% | +20.1% | +34.2% |
| YTD | -12.1% | +51.1% | -63.2% | -26.3% |
| 1Y | +14.5% | +55.9% | -41.4% | -5.4% |
| 3Y | -6.1% | +70.1% | -76.3% | -27.1% |
| 5Y | -27.3% | +90.7% | -118.0% | -46.6% |
| All | +1,049.8% | +68.6% | +981.2% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling