+301.8%
AMD vs MDT
+54.6%
+247.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +10.7% |
| 7D | -11.0% | +5.4% | -16.5% | -10.6% |
| 30D | -30.5% | +19.1% | -49.5% | -29.6% |
| 3M | -8.2% | +19.5% | -27.7% | -7.3% |
| 6M | +6.6% | +33.5% | -26.9% | +5.7% |
| YTD | +109.7% | +8.7% | +101.0% | +118.4% |
| 1Y | +88.9% | +16.8% | +72.1% | +92.0% |
| 3Y | +301.8% | +53.0% | +248.9% | +307.0% |
| All | +301.8% | +54.6% | +247.2% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling