+7,707.7%
MDT vs BNY
+8,074.1%
-366.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +14.3% | +14.9% | -0.7% | +9.9% |
| 6M | +4.0% | +40.0% | -36.0% | -5.1% |
| YTD | -3.7% | +42.0% | -45.7% | -12.6% |
| 1Y | -0.4% | +56.9% | -57.2% | -12.1% |
| 3Y | +23.3% | +289.9% | -266.5% | -15.0% |
| 5Y | -18.9% | +259.2% | -278.1% | -43.7% |
| 10Y | +39.2% | +413.3% | -374.1% | -13.9% |
| All | +7,707.7% | +8,074.1% | -366.5% | +2,202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling