+7,983.2%
MDT vs BBWI
+1,034.6%
+6,948.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | +9.5% | -5.2% | +14.7% | +10.2% |
| 3M | +16.0% | +11.1% | +4.9% | +13.3% |
| 6M | +0.2% | -13.4% | +13.6% | +1.2% |
| YTD | -0.3% | +0.1% | -0.4% | -2.3% |
| 1Y | +4.7% | -36.1% | +40.8% | +9.6% |
| 3Y | +26.5% | -44.1% | +70.6% | +30.4% |
| 5Y | -18.2% | -66.2% | +48.0% | -11.3% |
| 10Y | +40.0% | -54.8% | +94.8% | +24.7% |
| All | +7,983.2% | +1,034.6% | +6,948.6% | +2,829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling