+28.1%
BA vs MDT
+62.0%
-33.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.3% |
| 7D | -1.7% | +3.5% | -5.2% | -4.3% |
| 30D | -9.5% | +16.2% | -25.6% | -19.1% |
| 3M | -26.5% | +18.9% | -45.4% | -35.7% |
| 6M | -27.4% | +37.3% | -64.7% | -43.7% |
| YTD | -20.6% | +9.7% | -30.4% | -27.5% |
| 1Y | -11.4% | +15.2% | -26.6% | -22.5% |
| 3Y | -10.8% | +61.8% | -72.6% | -43.1% |
| 5Y | -21.9% | -1.4% | -20.6% | -24.8% |
| 10Y | +28.1% | +61.6% | -33.4% | -13.3% |
| All | +28.1% | +62.0% | -33.8% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling