-19.5%
MDT vs BB
-25.5%
+6.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.3% | +1.8% | -2.2% | -0.4% |
| 30D | +2.8% | -12.2% | +15.0% | +3.4% |
| 3M | +13.1% | -12.3% | +25.4% | +13.0% |
| 6M | +2.3% | +122.7% | -120.4% | -5.1% |
| YTD | -2.7% | +104.5% | -107.2% | -9.2% |
| 1Y | +0.9% | +106.7% | -105.8% | -6.4% |
| 3Y | +26.8% | +70.0% | -43.1% | +16.5% |
| 5Y | -19.5% | -27.8% | +8.3% | -20.2% |
| All | -19.5% | -25.5% | +6.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling