+227.9%
MDT vs BNS
+1,463.9%
-1,236.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +2.8% | +4.0% | -1.2% | +1.0% |
| 3M | +13.1% | +13.8% | -0.7% | +7.0% |
| 6M | +2.3% | +32.7% | -30.3% | -8.9% |
| YTD | -2.7% | +27.6% | -30.3% | -12.3% |
| 1Y | +0.9% | +47.4% | -46.5% | -14.2% |
| 3Y | +26.8% | +129.0% | -102.2% | -10.4% |
| 5Y | -19.5% | +92.7% | -112.2% | -39.6% |
| 10Y | +40.6% | +182.1% | -141.5% | -10.9% |
| All | +227.9% | +1,463.9% | -1,236.0% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling