+24.6%
MDT vs BB
+66.7%
-42.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.6% |
| 7D | -0.3% | +1.8% | -2.2% | -0.3% |
| 30D | +2.8% | -12.2% | +15.0% | +2.7% |
| 3M | +13.1% | -12.3% | +25.4% | +12.6% |
| 6M | +2.3% | +122.7% | -120.4% | -0.2% |
| YTD | -2.7% | +104.5% | -107.2% | -4.8% |
| 1Y | +0.9% | +106.7% | -105.8% | -1.7% |
| All | +24.6% | +66.7% | -42.1% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling