+27.5%
MDT vs BAH
-32.1%
+59.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | +0.4% | -4.3% | +4.7% | +0.7% |
| 30D | +6.0% | -4.5% | +10.5% | +6.4% |
| 3M | +15.5% | -7.6% | +23.1% | +15.8% |
| 6M | +3.4% | -10.6% | +14.0% | +3.7% |
| YTD | -2.2% | -12.6% | +10.4% | -2.1% |
| 1Y | +2.6% | -27.0% | +29.6% | +3.9% |
| 3Y | +27.5% | -31.5% | +59.0% | +31.8% |
| All | +27.5% | -32.1% | +59.6% | +31.8% |
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