+38.0%
MDT vs BN
+263.5%
-225.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.6% | -5.9% | +4.3% | +0.6% |
| 30D | +1.0% | -15.1% | +16.1% | +7.2% |
| 3M | +15.2% | -14.6% | +29.8% | +21.9% |
| 6M | +3.7% | -8.4% | +12.1% | +6.4% |
| YTD | -3.0% | -16.8% | +13.8% | +2.5% |
| 1Y | +2.5% | -14.4% | +16.8% | +6.6% |
| 3Y | +26.5% | +70.1% | -43.6% | -5.0% |
| 5Y | -18.3% | +33.5% | -51.8% | -33.6% |
| All | +38.0% | +263.5% | -225.5% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling