+132.8%
AMD vs MDT
+12.9%
+119.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | -3.2% | +16.3% | +11.0% |
| 30D | -7.0% | +10.5% | -17.5% | -0.6% |
| 3M | +16.6% | +13.0% | +3.6% | +26.8% |
| 6M | +20.5% | +38.7% | -18.2% | +39.6% |
| YTD | +158.2% | +8.5% | +149.7% | +196.9% |
| 1Y | +132.8% | +10.0% | +122.7% | +168.8% |
| All | +132.8% | +12.9% | +119.9% | +168.8% |
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