+977.1%
BE vs MDT
+28.7%
+948.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.5% |
| 7D | +23.9% | -0.3% | +24.2% | +24.2% |
| 30D | +27.8% | +2.8% | +25.1% | +24.7% |
| 3M | +3.7% | +13.1% | -9.4% | -9.3% |
| 6M | +78.0% | +2.3% | +75.6% | +67.5% |
| YTD | +209.9% | -2.7% | +212.6% | +203.1% |
| 1Y | +389.6% | +0.9% | +388.7% | +355.7% |
| 3Y | +1,730.6% | +26.8% | +1,703.8% | +1,227.1% |
| 5Y | +1,227.8% | -19.5% | +1,247.3% | +1,410.1% |
| All | +977.1% | +28.7% | +948.4% | +537.5% |
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