-26.4%
BA vs MDT
+0.7%
-27.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.8% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | -7.1% | +9.2% | -16.3% | -10.4% |
| 3M | -25.5% | +14.5% | -40.0% | -29.7% |
| 6M | -28.7% | +37.3% | -66.0% | -38.0% |
| YTD | -21.0% | +9.8% | -30.8% | -24.4% |
| 1Y | -11.9% | +10.5% | -22.4% | -16.1% |
| 3Y | -16.2% | +57.4% | -73.6% | -34.3% |
| All | -26.4% | +0.7% | -27.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling