-65.1%
AAL vs MDT
+38.9%
-104.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -13.7% | +2.8% | -16.5% | -15.5% |
| 3M | -8.2% | +13.1% | -21.3% | -16.0% |
| 6M | +13.1% | +2.3% | +10.8% | +10.2% |
| YTD | -15.6% | -2.7% | -12.9% | -15.3% |
| 1Y | +1.4% | +0.9% | +0.6% | -1.3% |
| 3Y | -7.4% | +26.8% | -34.3% | -25.6% |
| 5Y | -35.9% | -19.5% | -16.5% | -27.9% |
| 10Y | -65.1% | +40.6% | -105.7% | -72.7% |
| All | -65.1% | +38.9% | -104.0% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling