+295.9%
MDT vs BB
+314.8%
-18.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | +1.0% | +1.8% | -0.8% | +0.9% |
| 30D | +9.2% | +8.1% | +1.0% | +8.4% |
| 3M | +14.5% | -1.0% | +15.5% | +14.0% |
| 6M | +37.3% | +45.9% | -8.6% | +32.1% |
| YTD | +9.8% | +134.8% | -125.0% | +1.8% |
| 1Y | +10.5% | +104.6% | -94.1% | +3.4% |
| 3Y | +57.4% | +152.8% | -95.4% | +41.6% |
| 5Y | +1.2% | -17.4% | +18.6% | -3.3% |
| 10Y | +63.2% | +22.4% | +40.8% | +40.1% |
| All | +295.9% | +314.8% | -18.9% | +166.4% |
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