+11.8%
AAL vs MDT
+57.0%
-45.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.7% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | +11.7% | +9.2% | +2.5% | +8.4% |
| 3M | -12.5% | +14.5% | -27.0% | -16.7% |
| 6M | +3.6% | +37.3% | -33.7% | -8.2% |
| YTD | -14.1% | +9.8% | -23.9% | -16.7% |
| 1Y | +0.8% | +10.5% | -9.8% | -2.8% |
| 3Y | +11.8% | +57.4% | -45.6% | +0.6% |
| All | +11.8% | +57.0% | -45.2% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling