+19.9%
MDT vs BAX
+46.0%
-26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.2% | +5.2% |
| 7D | +10.7% | +4.1% | +6.7% | +9.5% |
| 30D | +19.3% | +9.4% | +9.9% | +16.6% |
| 3M | +22.8% | -6.5% | +29.3% | +24.3% |
| 6M | +36.4% | +59.6% | -23.2% | +23.8% |
| YTD | +12.1% | +38.9% | -26.8% | +1.4% |
| 1Y | +19.9% | +48.0% | -28.1% | +6.5% |
| All | +19.9% | +46.0% | -26.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling