-19.5%
MDT vs BAX
-67.6%
+48.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | -0.3% | -5.1% | +4.8% | +1.2% |
| 30D | +2.8% | -12.2% | +14.9% | +6.7% |
| 3M | +13.1% | +21.8% | -8.7% | +6.4% |
| 6M | +2.3% | +36.3% | -34.0% | -7.1% |
| YTD | -2.7% | +27.8% | -30.5% | -11.2% |
| 1Y | +0.9% | -0.1% | +0.9% | -1.2% |
| 3Y | +26.8% | -33.3% | +60.1% | +38.4% |
| 5Y | -19.5% | -67.1% | +47.6% | +17.6% |
| All | -19.5% | -67.6% | +48.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling