+58.6%
MDT vs BAH
-25.7%
+84.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +2.7% | +0.5% | +2.3% | +2.7% |
| 30D | +14.8% | +18.2% | -3.4% | +12.9% |
| 3M | +14.6% | +13.1% | +1.5% | +13.1% |
| 6M | +35.7% | +15.2% | +20.5% | +33.1% |
| YTD | +8.5% | +6.0% | +2.5% | +6.6% |
| 1Y | +13.3% | +3.1% | +10.2% | +11.5% |
| 3Y | +58.6% | -26.2% | +84.8% | +59.0% |
| All | +58.6% | -25.7% | +84.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling