+70.1%
MDT vs BAH
+198.8%
-128.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | +9.2% | +20.8% | -11.6% | +4.8% |
| 3M | +14.5% | +11.6% | +2.9% | +11.6% |
| 6M | +37.3% | +23.1% | +14.2% | +30.6% |
| YTD | +9.8% | +5.3% | +4.6% | +6.7% |
| 1Y | +10.5% | +6.1% | +4.4% | +7.0% |
| 3Y | +57.4% | -27.5% | +84.9% | +60.5% |
| 5Y | +1.2% | +6.2% | -5.0% | -10.2% |
| All | +70.1% | +198.8% | -128.6% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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