+14.6%
MDT vs BBIO
+136.7%
-122.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.4% | -3.2% | -0.2% | -3.2% |
| 30D | +0.2% | -13.6% | +13.8% | +1.1% |
| 3M | +14.3% | +7.2% | +7.0% | +13.6% |
| 6M | +4.0% | +1.5% | +2.5% | +3.7% |
| YTD | -3.7% | -5.3% | +1.6% | -3.8% |
| 1Y | -0.4% | +37.7% | -38.1% | -2.9% |
| 3Y | +23.3% | +153.9% | -130.6% | +14.2% |
| 5Y | -18.9% | +43.9% | -62.7% | -28.3% |
| All | +14.6% | +136.7% | -122.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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