-10.6%
BA vs MDT
+20.2%
-30.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +1.2% |
| 7D | +5.9% | +10.7% | -4.8% | +4.4% |
| 30D | -8.2% | +19.3% | -27.5% | -10.3% |
| 3M | -25.4% | +22.8% | -48.1% | -27.3% |
| 6M | -20.0% | +36.4% | -56.4% | -22.6% |
| YTD | -18.5% | +12.1% | -30.5% | -20.2% |
| 1Y | -10.6% | +19.9% | -30.6% | -10.5% |
| All | -10.6% | +20.2% | -30.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling