+641.7%
BE vs MDT
+43.5%
+598.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.6% |
| 7D | -13.4% | +2.7% | -16.1% | -15.4% |
| 30D | -33.9% | +14.8% | -48.7% | -41.0% |
| 3M | -12.0% | +14.6% | -26.5% | -22.3% |
| 6M | -29.0% | +35.7% | -64.7% | -47.7% |
| YTD | +113.4% | +8.5% | +104.9% | +89.0% |
| 1Y | +33.2% | +13.3% | +19.9% | +12.4% |
| 3Y | +1,659.2% | +58.6% | +1,600.6% | +932.2% |
| 5Y | +461.4% | -2.6% | +464.0% | +430.8% |
| All | +641.7% | +43.5% | +598.2% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling