+176.8%
MDT vs BTG
+385.9%
-209.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | +2.8% | +9.5% | -6.7% | +2.4% |
| 3M | +13.1% | +38.5% | -25.4% | +11.6% |
| 6M | +2.3% | +5.6% | -3.3% | +1.8% |
| YTD | -2.7% | +23.9% | -26.6% | -3.9% |
| 1Y | +0.9% | +32.1% | -31.3% | -0.8% |
| 3Y | +26.8% | +103.2% | -76.4% | +22.3% |
| 5Y | -19.5% | +79.7% | -99.2% | -22.3% |
| 10Y | +40.6% | +159.1% | -118.6% | +32.8% |
| All | +176.8% | +385.9% | -209.0% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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