+70.1%
MDT vs BP
+143.9%
-73.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.0% | +3.8% | -2.8% | +0.1% |
| 30D | +9.2% | -5.3% | +14.5% | +10.4% |
| 3M | +14.5% | +9.3% | +5.2% | +11.6% |
| 6M | +37.3% | +7.2% | +30.1% | +33.9% |
| YTD | +9.8% | +38.0% | -28.2% | -0.5% |
| 1Y | +10.5% | +33.2% | -22.7% | +1.0% |
| 3Y | +57.4% | +50.3% | +7.1% | +36.8% |
| 5Y | +1.2% | +114.1% | -112.9% | -23.9% |
| All | +70.1% | +143.9% | -73.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling