+74.4%
AMT vs MDB
+929.6%
-855.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.2% | +11.6% | -13.7% | -3.1% |
| 30D | +5.8% | -8.9% | +14.7% | +6.3% |
| 3M | +12.6% | -22.4% | +35.0% | +14.2% |
| 6M | +8.3% | +10.1% | -1.8% | +6.0% |
| YTD | +11.4% | -19.0% | +30.5% | +11.1% |
| 1Y | +7.7% | -7.0% | +14.7% | +5.8% |
| 3Y | +14.8% | -9.8% | +24.6% | +9.4% |
| 5Y | -18.0% | -40.1% | +22.1% | -23.6% |
| All | +74.4% | +929.6% | -855.3% | +23.3% |
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