+38.0%
MDT vs BBWI
-57.7%
+95.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.6% | -8.0% | +6.4% | -0.6% |
| 30D | +1.0% | -6.6% | +7.7% | +1.8% |
| 3M | +15.2% | -2.7% | +17.9% | +15.1% |
| 6M | +3.7% | -12.8% | +16.5% | +4.4% |
| YTD | -3.0% | -10.5% | +7.5% | -3.1% |
| 1Y | +2.5% | -35.3% | +37.8% | +6.1% |
| 3Y | +26.5% | -47.7% | +74.2% | +30.6% |
| 5Y | -18.3% | -68.9% | +50.6% | -11.5% |
| All | +38.0% | -57.7% | +95.7% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling