+300.8%
MDT vs BAH
+886.2%
-585.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +3.2% | -3.2% | +6.5% | +3.9% |
| 30D | +9.5% | +2.0% | +7.5% | +9.0% |
| 3M | +16.0% | -7.6% | +23.6% | +17.5% |
| 6M | +0.2% | -5.7% | +5.9% | +0.7% |
| YTD | -0.3% | -11.7% | +11.5% | +0.9% |
| 1Y | +4.7% | -27.4% | +32.1% | +10.2% |
| 3Y | +26.5% | -32.5% | +59.1% | +30.8% |
| 5Y | -18.2% | -3.3% | -14.9% | -24.3% |
| 10Y | +40.0% | +186.0% | -146.0% | -0.6% |
| All | +300.8% | +886.2% | -585.4% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling