-18.2%
MDT vs BBY
+1.5%
-19.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +0.2% | +9.4% | -9.2% | -1.0% |
| 3M | +14.3% | +19.3% | -5.1% | +11.6% |
| 6M | +4.0% | +47.9% | -43.9% | -1.5% |
| YTD | -3.7% | +39.6% | -43.2% | -8.3% |
| 1Y | -0.4% | +22.2% | -22.5% | -3.5% |
| 3Y | +23.3% | +45.0% | -21.7% | +13.7% |
| All | -18.2% | +1.5% | -19.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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