-22.5%
AAL vs MDT
+196.8%
-219.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.4% | -3.2% | +6.6% | +6.0% |
| 30D | +11.7% | +10.5% | +1.2% | +3.5% |
| 3M | -7.8% | +13.0% | -20.8% | -16.5% |
| 6M | +10.2% | +38.7% | -28.4% | -16.1% |
| YTD | -8.0% | +8.5% | -16.5% | -15.7% |
| 1Y | +8.5% | +10.0% | -1.5% | -2.0% |
| 3Y | +19.5% | +58.6% | -39.1% | -21.9% |
| 5Y | -33.9% | -0.3% | -33.6% | -38.1% |
| 10Y | -66.0% | +61.3% | -127.3% | -79.4% |
| All | -22.5% | +196.8% | -219.3% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling