+356.1%
MDT vs BLK
+12,905.6%
-12,549.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | +2.8% | -4.8% | +7.5% | +4.0% |
| 3M | +13.1% | +6.5% | +6.6% | +11.1% |
| 6M | +2.3% | +13.2% | -10.8% | -1.3% |
| YTD | -2.7% | +1.8% | -4.5% | -3.8% |
| 1Y | +0.9% | -1.0% | +1.8% | +0.2% |
| 3Y | +26.8% | +66.0% | -39.1% | +9.3% |
| 5Y | -19.5% | +31.2% | -50.7% | -27.4% |
| 10Y | +40.6% | +278.5% | -237.9% | -2.8% |
| All | +356.1% | +12,905.6% | -12,549.5% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling