-19.5%
MDT vs BP
+141.6%
-161.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -0.3% | +4.0% | -4.3% | -0.8% |
| 30D | +2.8% | +7.8% | -5.1% | +1.9% |
| 3M | +13.1% | +8.4% | +4.7% | +11.8% |
| 6M | +2.3% | +15.1% | -12.7% | +0.1% |
| YTD | -2.7% | +36.4% | -39.1% | -7.1% |
| 1Y | +0.9% | +40.9% | -40.0% | -4.3% |
| 3Y | +26.8% | +38.8% | -12.0% | +19.4% |
| 5Y | -19.5% | +141.1% | -160.5% | -31.9% |
| All | -19.5% | +141.6% | -161.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling