+2.7%
MDT vs BBWI
-67.6%
+70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | +14.5% | +16.0% | -1.5% | +12.7% |
| 6M | +37.3% | +16.6% | +20.7% | +34.7% |
| YTD | +9.8% | +9.7% | +0.1% | +7.7% |
| 1Y | +10.5% | +1.5% | +9.0% | +8.7% |
| 3Y | +57.4% | -21.4% | +78.8% | +54.5% |
| All | +2.7% | -67.6% | +70.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling