+9.7%
BKR vs MDT
+20.2%
-10.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.1% | -11.7% | -5.6% |
| 7D | -8.8% | +10.7% | -19.5% | -9.1% |
| 30D | -13.1% | +19.3% | -32.4% | -14.5% |
| 3M | -18.9% | +22.8% | -41.7% | -20.7% |
| 6M | -27.2% | +36.4% | -63.6% | -30.6% |
| YTD | +10.7% | +12.1% | -1.4% | +13.4% |
| 1Y | +9.7% | +19.9% | -10.3% | +12.1% |
| All | +9.7% | +20.2% | -10.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling