+38.0%
MDT vs BWA
+153.1%
-115.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +1.0% | -5.5% | +6.5% | +2.3% |
| 3M | +15.2% | -7.6% | +22.8% | +16.9% |
| 6M | +3.7% | +25.0% | -21.3% | -3.0% |
| YTD | -3.0% | +47.0% | -49.9% | -14.0% |
| 1Y | +2.5% | +54.0% | -51.5% | -10.5% |
| 3Y | +26.5% | +70.7% | -44.2% | +4.8% |
| 5Y | -18.3% | +86.7% | -105.0% | -35.8% |
| All | +38.0% | +153.1% | -115.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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