+259.5%
MDT vs BB
+258.8%
+0.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | -5.6% | +8.9% | +3.6% |
| 30D | +9.5% | -11.8% | +21.3% | +10.3% |
| 3M | +16.0% | -25.5% | +41.5% | +17.5% |
| 6M | +0.2% | +121.3% | -121.1% | -6.4% |
| YTD | -0.3% | +103.2% | -103.4% | -6.3% |
| 1Y | +4.7% | +102.6% | -97.9% | -1.9% |
| 3Y | +26.5% | +37.5% | -11.0% | +18.9% |
| 5Y | -18.2% | -30.4% | +12.3% | -20.8% |
| 10Y | +40.0% | 0.0% | +40.0% | +22.2% |
| All | +259.5% | +258.8% | +0.7% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling