+19.9%
MDT vs BN
-3.9%
+23.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.1% | +0.1% | +4.9% |
| 7D | +10.7% | +12.0% | -1.2% | +8.5% |
| 30D | +19.3% | +17.0% | +2.3% | +16.2% |
| 3M | +22.8% | -3.2% | +26.0% | +22.6% |
| 6M | +36.4% | -3.9% | +40.2% | +36.0% |
| YTD | +12.1% | -5.6% | +17.7% | +10.0% |
| 1Y | +19.9% | -4.7% | +24.7% | +17.6% |
| All | +19.9% | -3.9% | +23.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling