-19.5%
MDT vs BBWI
-68.8%
+49.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | 0.0% |
| 7D | -0.3% | -4.4% | +4.1% | +0.1% |
| 30D | +2.8% | -7.4% | +10.2% | +3.4% |
| 3M | +13.1% | -2.2% | +15.3% | +13.1% |
| 6M | +2.3% | -16.3% | +18.6% | +3.4% |
| YTD | -2.7% | -9.1% | +6.4% | -2.8% |
| 1Y | +0.9% | -34.5% | +35.4% | +3.5% |
| 3Y | +26.8% | -47.0% | +73.8% | +29.6% |
| 5Y | -19.5% | -68.8% | +49.4% | -11.7% |
| All | -19.5% | -68.8% | +49.4% | -11.7% |
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 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