-10.1%
BA vs MDT
+54.6%
-64.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.3% |
| 7D | +1.1% | +5.4% | -4.4% | -0.5% |
| 30D | -7.9% | +19.1% | -27.0% | -12.4% |
| 3M | -25.3% | +19.5% | -44.8% | -29.1% |
| 6M | -24.6% | +33.5% | -58.0% | -31.0% |
| YTD | -20.1% | +8.7% | -28.8% | -21.9% |
| 1Y | -11.8% | +16.8% | -28.5% | -16.3% |
| 3Y | -10.1% | +53.0% | -63.1% | -20.0% |
| All | -10.1% | +54.6% | -64.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling