+24.6%
MDT vs BWA
+67.1%
-42.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.8% | -5.6% | +8.3% | +3.4% |
| 3M | +13.1% | -10.7% | +23.8% | +14.5% |
| 6M | +2.3% | +23.2% | -20.8% | -1.1% |
| YTD | -2.7% | +46.0% | -48.7% | -9.0% |
| 1Y | +0.9% | +51.2% | -50.3% | -6.4% |
| All | +24.6% | +67.1% | -42.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling