-32.5%
AAL vs MDT
-19.6%
-12.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -19.0% | +6.0% | -25.0% | -21.5% |
| 3M | -5.1% | +15.5% | -20.6% | -12.2% |
| 6M | +15.5% | +3.4% | +12.1% | +13.2% |
| YTD | -15.8% | -2.2% | -13.6% | -15.3% |
| 1Y | -0.3% | +2.6% | -2.9% | -2.9% |
| 3Y | -7.7% | +27.5% | -35.2% | -22.4% |
| 5Y | -32.5% | -20.1% | -12.5% | -24.2% |
| All | -32.5% | -19.6% | -12.9% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling