-11.8%
BA vs MDT
+16.7%
-28.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | +1.1% | +5.4% | -4.4% | +0.3% |
| 30D | -7.9% | +19.1% | -27.0% | -10.0% |
| 3M | -25.3% | +19.5% | -44.8% | -27.0% |
| 6M | -24.6% | +33.5% | -58.0% | -26.9% |
| YTD | -20.1% | +8.7% | -28.8% | -21.4% |
| 1Y | -11.8% | +16.8% | -28.5% | -11.2% |
| All | -11.8% | +16.7% | -28.5% | -11.2% |
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