+70.1%
MDT vs BBWI
-47.4%
+117.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +12.9% | -3.7% | +7.5% |
| 3M | +14.5% | +16.0% | -1.5% | +12.0% |
| 6M | +37.3% | +16.6% | +20.7% | +33.5% |
| YTD | +9.8% | +9.7% | +0.1% | +6.7% |
| 1Y | +10.5% | +1.5% | +9.0% | +7.8% |
| 3Y | +57.4% | -21.4% | +78.8% | +53.8% |
| 5Y | +1.2% | -67.6% | +68.7% | +9.4% |
| All | +70.1% | -47.4% | +117.6% | +28.7% |
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