+4,535.6%
MDT vs BWA
+2,612.1%
+1,923.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.7% | +7.3% | -11.0% | -5.2% |
| 30D | +8.6% | -15.8% | +24.4% | +12.4% |
| 3M | +12.2% | -25.7% | +37.9% | +19.0% |
| 6M | +33.7% | -19.6% | +53.3% | +38.6% |
| YTD | +7.8% | +14.1% | -6.2% | +2.2% |
| 1Y | +8.9% | +12.2% | -3.3% | +3.5% |
| 3Y | +57.6% | +63.8% | -6.2% | +35.1% |
| 5Y | -0.7% | +28.7% | -29.4% | -12.0% |
| 10Y | +60.3% | +95.8% | -35.5% | +23.1% |
| All | +4,535.6% | +2,612.1% | +1,923.5% | +2,062.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling