+38.0%
MDT vs BAX
-37.2%
+75.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -5.4% | +3.8% | +0.5% |
| 30D | +1.0% | -12.4% | +13.4% | +6.1% |
| 3M | +15.2% | +19.1% | -3.9% | +7.2% |
| 6M | +3.7% | +38.6% | -34.9% | -9.4% |
| YTD | -3.0% | +26.7% | -29.7% | -13.7% |
| 1Y | +2.5% | +1.0% | +1.4% | -1.0% |
| 3Y | +26.5% | -33.9% | +60.3% | +40.2% |
| 5Y | -18.3% | -67.0% | +48.8% | +26.3% |
| All | +38.0% | -37.2% | +75.2% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling