+67.0%
MDT vs BAH
+199.5%
-132.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.7% | -2.6% | -1.1% | -3.1% |
| 30D | +8.6% | +20.4% | -11.8% | +4.4% |
| 3M | +12.2% | +11.9% | +0.3% | +9.3% |
| 6M | +33.7% | +17.1% | +16.6% | +28.5% |
| YTD | +7.8% | +5.5% | +2.3% | +4.7% |
| 1Y | +8.9% | +5.6% | +3.3% | +5.6% |
| 3Y | +57.6% | -26.5% | +84.2% | +60.1% |
| 5Y | -0.7% | +6.5% | -7.1% | -11.9% |
| All | +67.0% | +199.5% | -132.5% | +20.0% |
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