+9,703.6%
AMD vs MDT
+8,938.4%
+765.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.1% | -17.2% |
| 7D | -28.6% | +8.0% | -36.6% | -30.8% |
| 30D | -37.7% | +20.4% | -58.1% | -42.5% |
| 3M | -16.1% | +22.9% | -39.0% | -23.5% |
| 6M | +13.8% | +37.1% | -23.3% | -2.3% |
| YTD | +88.8% | +11.9% | +76.9% | +75.6% |
| 1Y | +57.8% | +19.8% | +37.9% | +42.2% |
| 3Y | +260.3% | +59.4% | +200.9% | +184.7% |
| 5Y | +196.6% | 0.0% | +196.6% | +182.8% |
| 10Y | +6,064.6% | +66.2% | +5,998.4% | +4,639.2% |
| All | +9,703.6% | +8,938.4% | +765.3% | +1,416.5% |
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 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