+357.3%
AMD vs MDT
+57.0%
+300.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.6% | -8.5% |
| 7D | +18.9% | +1.0% | +17.9% | +19.1% |
| 30D | -6.4% | +9.2% | -15.6% | -5.5% |
| 3M | +10.6% | +14.5% | -3.9% | +12.0% |
| 6M | +19.9% | +37.3% | -17.4% | +18.7% |
| YTD | +149.4% | +9.8% | +139.6% | +160.3% |
| 1Y | +115.4% | +10.5% | +104.8% | +124.0% |
| 3Y | +357.3% | +57.4% | +299.8% | +368.9% |
| All | +357.3% | +57.0% | +300.3% | +368.9% |
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 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