-4.6%
BA vs MDT
+26.9%
-31.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +1.2% | +3.2% | -2.1% | +0.2% |
| 30D | -11.6% | +9.5% | -21.1% | -14.0% |
| 3M | -2.4% | +16.0% | -18.4% | -6.7% |
| 6M | -6.6% | +0.2% | -6.8% | -6.3% |
| YTD | -2.2% | -0.3% | -2.0% | -2.1% |
| 1Y | -8.0% | +4.7% | -12.7% | -9.7% |
| All | -4.6% | +26.9% | -31.6% | -16.4% |
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