+1,251.0%
BE vs MDT
-19.6%
+1,270.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +10.4% |
| 7D | +29.8% | +0.4% | +29.4% | +29.5% |
| 30D | +26.4% | +6.0% | +20.4% | +23.1% |
| 3M | +9.3% | +15.5% | -6.2% | +0.3% |
| 6M | +105.1% | +3.4% | +101.7% | +100.5% |
| YTD | +219.0% | -2.2% | +221.2% | +221.4% |
| 1Y | +418.8% | +2.6% | +416.2% | +400.1% |
| 3Y | +1,784.6% | +27.5% | +1,757.1% | +1,421.4% |
| 5Y | +1,251.0% | -20.1% | +1,271.0% | +1,460.3% |
| All | +1,251.0% | -19.6% | +1,270.6% | +1,460.3% |
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