+7,983.2%
MDT vs BP
+1,327.5%
+6,655.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.2% | +3.9% | -0.7% | +2.2% |
| 30D | +9.5% | +7.6% | +1.9% | +7.5% |
| 3M | +16.0% | +0.7% | +15.3% | +15.3% |
| 6M | +0.2% | +15.5% | -15.3% | -4.2% |
| YTD | -0.3% | +30.8% | -31.1% | -7.9% |
| 1Y | +4.7% | +34.3% | -29.6% | -4.1% |
| 3Y | +26.5% | +35.1% | -8.5% | +13.9% |
| 5Y | -18.2% | +126.8% | -145.0% | -37.4% |
| 10Y | +40.0% | +123.4% | -83.3% | +2.3% |
| All | +7,983.2% | +1,327.5% | +6,655.7% | +3,679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling