+95.5%
AMD vs MDT
+20.2%
+75.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +4.7% |
| 7D | -15.5% | +10.7% | -26.2% | -9.9% |
| 30D | -22.6% | +19.3% | -41.9% | -13.5% |
| 3M | -5.7% | +22.8% | -28.5% | +7.2% |
| 6M | +43.1% | +36.4% | +6.7% | +68.9% |
| YTD | +128.2% | +12.1% | +116.2% | +166.1% |
| 1Y | +95.5% | +19.9% | +75.5% | +130.5% |
| All | +95.5% | +20.2% | +75.2% | +130.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling