+10,785.8%
AMD vs MDT
+8,676.3%
+2,109.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +12.2% |
| 7D | -11.0% | +5.4% | -16.5% | -13.2% |
| 30D | -30.5% | +19.1% | -49.5% | -35.6% |
| 3M | -8.2% | +19.5% | -27.7% | -15.5% |
| 6M | +6.6% | +33.5% | -26.9% | -7.7% |
| YTD | +109.7% | +8.7% | +101.0% | +96.9% |
| 1Y | +88.9% | +16.8% | +72.1% | +71.7% |
| 3Y | +301.8% | +53.0% | +248.9% | +222.3% |
| 5Y | +229.4% | -2.9% | +232.2% | +217.2% |
| 10Y | +6,745.1% | +61.4% | +6,683.7% | +5,215.8% |
| All | +10,785.8% | +8,676.3% | +2,109.5% | +1,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling