+223.0%
MDT vs BG
+1,181.2%
-958.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +2.8% | +10.3% | -7.5% | +0.7% |
| 3M | +13.1% | -1.9% | +15.0% | +13.1% |
| 6M | +2.3% | +5.2% | -2.9% | +0.7% |
| YTD | -2.7% | +41.2% | -43.8% | -9.8% |
| 1Y | +0.9% | +50.5% | -49.7% | -8.0% |
| 3Y | +26.8% | +19.9% | +6.9% | +19.6% |
| 5Y | -19.5% | +86.7% | -106.2% | -31.9% |
| 10Y | +40.6% | +167.5% | -126.9% | +5.6% |
| All | +223.0% | +1,181.2% | -958.2% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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