+6.7%
MDT vs BIYA
-99.8%
+106.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.3% | +2.7% | -3.1% | -0.3% |
| 30D | +2.8% | -16.7% | +19.4% | +2.7% |
| 3M | +13.1% | -74.6% | +87.7% | +13.5% |
| 6M | +2.3% | -85.4% | +87.7% | +3.4% |
| YTD | -2.7% | -94.2% | +91.5% | -1.8% |
| 1Y | +0.9% | -98.6% | +99.4% | +2.7% |
| All | +6.7% | -99.8% | +106.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling