+37.0%
MDT vs BB
+1.6%
+35.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | +0.2% | -12.5% | +12.8% | +1.0% |
| 3M | +14.3% | -17.4% | +31.7% | +14.9% |
| 6M | +4.0% | +119.1% | -115.1% | -3.2% |
| YTD | -3.7% | +102.4% | -106.0% | -9.9% |
| 1Y | -0.4% | +98.2% | -98.5% | -7.0% |
| 3Y | +23.3% | +46.9% | -23.6% | +14.9% |
| 5Y | -18.9% | -26.4% | +7.5% | -22.0% |
| All | +37.0% | +1.6% | +35.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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