+337.5%
AMD vs MDT
-17.7%
+355.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.5% | +4.4% |
| 7D | +2.6% | +3.2% | -0.6% | +1.6% |
| 30D | -0.9% | +9.5% | -10.4% | -3.7% |
| 3M | -8.7% | +16.0% | -24.7% | -13.7% |
| 6M | +136.3% | +0.2% | +136.1% | +137.2% |
| YTD | +123.0% | -0.3% | +123.3% | +123.7% |
| 1Y | +195.2% | +4.7% | +190.5% | +187.6% |
| 3Y | +336.3% | +26.5% | +309.8% | +279.7% |
| All | +337.5% | -17.7% | +355.3% | +346.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling