-17.2%
MDT vs BTDR
+26.7%
-43.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.9% |
| 7D | +0.4% | +22.4% | -22.0% | +0.1% |
| 30D | +6.0% | +16.5% | -10.5% | +5.7% |
| 3M | +15.5% | -31.5% | +47.0% | +16.1% |
| 6M | +3.4% | +74.0% | -70.6% | +2.0% |
| YTD | -2.2% | +13.0% | -15.2% | -3.0% |
| 1Y | +2.6% | -0.2% | +2.8% | +1.5% |
| 3Y | +27.5% | +9.9% | +17.6% | +24.4% |
| 5Y | -20.1% | +28.1% | -48.2% | -24.8% |
| All | -17.2% | +26.7% | -43.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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