+37.0%
MDT vs BLK
+283.5%
-246.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | -3.4% | -3.3% | -0.1% | -2.1% |
| 30D | +0.2% | -6.5% | +6.7% | +2.9% |
| 3M | +14.3% | +6.7% | +7.5% | +10.8% |
| 6M | +4.0% | +14.7% | -10.7% | -2.4% |
| YTD | -3.7% | +2.5% | -6.2% | -5.9% |
| 1Y | -0.4% | -2.8% | +2.4% | -0.8% |
| 3Y | +23.3% | +65.9% | -42.5% | -4.8% |
| 5Y | -18.9% | +33.0% | -51.9% | -32.4% |
| All | +37.0% | +283.5% | -246.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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