+199.0%
AMD vs MDT
-2.9%
+201.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +11.7% |
| 7D | -11.0% | +5.4% | -16.5% | -12.3% |
| 30D | -30.5% | +19.1% | -49.5% | -33.7% |
| 3M | -8.2% | +19.5% | -27.7% | -13.1% |
| 6M | +6.6% | +33.5% | -26.9% | -4.5% |
| YTD | +109.7% | +8.7% | +101.0% | +105.2% |
| 1Y | +88.9% | +16.8% | +72.1% | +77.8% |
| 3Y | +301.8% | +53.0% | +248.9% | +218.5% |
| All | +199.0% | -2.9% | +201.9% | +183.5% |
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 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