+59.5%
AMT vs MDB
+986.0%
-926.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +1.9% |
| 30D | +3.7% | -14.0% | +17.7% | +4.9% |
| 3M | -7.2% | +5.3% | -12.5% | -8.0% |
| 6M | -4.2% | +31.9% | -36.0% | -7.3% |
| YTD | +1.9% | -14.6% | +16.5% | +1.7% |
| 1Y | -6.4% | +8.2% | -14.6% | -8.9% |
| 3Y | +7.7% | -5.0% | +12.8% | +2.5% |
| 5Y | -30.9% | -24.5% | -6.4% | -37.1% |
| All | +59.5% | +986.0% | -926.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling