-26.8%
AAL vs MDT
+194.9%
-221.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +2.9% | -3.7% | +6.6% | +5.9% |
| 30D | +6.5% | +8.6% | -2.1% | 0.0% |
| 3M | -10.9% | +12.2% | -23.0% | -18.9% |
| 6M | +4.9% | +33.7% | -28.9% | -17.8% |
| YTD | -13.2% | +7.8% | -21.0% | -20.1% |
| 1Y | -1.1% | +8.9% | -10.0% | -10.0% |
| 3Y | +12.8% | +57.6% | -44.8% | -25.9% |
| 5Y | -34.4% | -0.7% | -33.7% | -38.3% |
| 10Y | -67.9% | +60.3% | -128.2% | -80.4% |
| All | -26.8% | +194.9% | -221.8% | -76.1% |
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