+7,983.2%
MDT vs BN
+15,251.3%
-7,268.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | -2.5% | +5.7% | +3.9% |
| 30D | +9.5% | -9.5% | +19.0% | +12.4% |
| 3M | +16.0% | -10.4% | +26.4% | +19.3% |
| 6M | +0.2% | -6.4% | +6.6% | +1.5% |
| YTD | -0.3% | -11.9% | +11.6% | +2.3% |
| 1Y | +4.7% | -8.6% | +13.3% | +6.1% |
| 3Y | +26.5% | +77.6% | -51.0% | +4.7% |
| 5Y | -18.2% | +37.0% | -55.2% | -28.6% |
| 10Y | +40.0% | +266.4% | -226.4% | -5.7% |
| All | +7,983.2% | +15,251.3% | -7,268.1% | +3,132.1% |
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