+7,830.4%
MDT vs BTI
+6,031.1%
+1,799.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | +6.0% | -7.0% | +13.0% | +7.6% |
| 3M | +15.5% | -6.3% | +21.9% | +17.1% |
| 6M | +3.4% | -2.0% | +5.4% | +3.6% |
| YTD | -2.2% | +0.2% | -2.4% | -2.6% |
| 1Y | +2.6% | +3.8% | -1.2% | +1.3% |
| 3Y | +27.5% | +112.1% | -84.6% | +7.4% |
| 5Y | -20.1% | +113.6% | -133.7% | -33.1% |
| 10Y | +39.1% | +69.6% | -30.5% | +19.0% |
| All | +7,830.4% | +6,031.1% | +1,799.3% | +3,525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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