+8,801.5%
MDT vs BN
+15,531.3%
-6,729.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +9.2% | +14.0% | -4.8% | +5.4% |
| 3M | +14.5% | -9.0% | +23.5% | +17.2% |
| 6M | +37.3% | -8.8% | +46.1% | +40.3% |
| YTD | +9.8% | -10.3% | +20.1% | +12.0% |
| 1Y | +10.5% | -5.8% | +16.3% | +11.3% |
| 3Y | +57.4% | +94.8% | -37.3% | +27.4% |
| 5Y | +1.2% | +31.5% | -30.3% | -10.7% |
| 10Y | +63.2% | +291.9% | -228.7% | +8.2% |
| All | +8,801.5% | +15,531.3% | -6,729.8% | +3,440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling