+27.5%
MDT vs BP
+36.5%
-8.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +6.0% | +9.1% | -3.1% | +5.4% |
| 3M | +15.5% | +3.9% | +11.6% | +15.0% |
| 6M | +3.4% | +13.6% | -10.2% | +1.9% |
| YTD | -2.2% | +34.0% | -36.2% | -5.4% |
| 1Y | +2.6% | +39.2% | -36.6% | -1.4% |
| 3Y | +27.5% | +36.4% | -8.9% | +19.8% |
| All | +27.5% | +36.5% | -8.9% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling