+19.9%
MDT vs BNY
+45.2%
-25.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.9% | +6.0% |
| 7D | +10.7% | +2.8% | +8.0% | +10.5% |
| 30D | +19.3% | +6.7% | +12.6% | +18.8% |
| 3M | +22.8% | -2.2% | +25.0% | +22.6% |
| 6M | +36.4% | +16.8% | +19.6% | +33.5% |
| YTD | +12.1% | +33.9% | -21.8% | +7.7% |
| 1Y | +19.9% | +43.9% | -24.0% | +12.9% |
| All | +19.9% | +45.2% | -25.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling