+2.5%
MDT vs BP
+41.7%
-39.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | +5.7% | -7.3% | -1.5% |
| 30D | +1.0% | +8.1% | -7.0% | +1.2% |
| 3M | +15.2% | +8.6% | +6.6% | +14.9% |
| 6M | +3.7% | +18.1% | -14.4% | +3.3% |
| YTD | -3.0% | +37.6% | -40.6% | -3.9% |
| 1Y | +2.5% | +39.4% | -36.9% | +2.2% |
| All | +2.5% | +41.7% | -39.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling