-18.2%
MDT vs BNS
+94.7%
-112.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.2% | +3.5% | -3.2% | -1.1% |
| 3M | +14.3% | +14.1% | +0.2% | +8.5% |
| 6M | +4.0% | +33.8% | -29.8% | -7.1% |
| YTD | -3.7% | +29.5% | -33.1% | -13.1% |
| 1Y | -0.4% | +48.4% | -48.8% | -15.0% |
| 3Y | +23.3% | +129.6% | -106.3% | -13.3% |
| All | -18.2% | +94.7% | -112.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling