+7.7%
AAL vs MDT
+20.2%
-12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.2% | +4.7% |
| 7D | +8.3% | +10.7% | -2.4% | +5.9% |
| 30D | +6.2% | +19.3% | -13.1% | +2.5% |
| 3M | -17.7% | +22.8% | -40.5% | -21.2% |
| 6M | +15.4% | +36.4% | -21.0% | +8.7% |
| YTD | -11.1% | +12.1% | -23.2% | -13.4% |
| 1Y | +7.7% | +19.9% | -12.2% | +2.9% |
| All | +7.7% | +20.2% | -12.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling