+6.4%
MDT vs BIYA
-99.8%
+106.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | +1.0% | -15.9% | +17.0% | +1.0% |
| 3M | +15.2% | -81.2% | +96.4% | +15.3% |
| 6M | +3.7% | -88.2% | +91.9% | +4.7% |
| YTD | -3.0% | -94.1% | +91.2% | -2.1% |
| 1Y | +2.5% | -98.7% | +101.1% | +4.4% |
| All | +6.4% | -99.8% | +106.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling