+15.2%
AMT vs MDB
-10.2%
+25.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | -2.4% | +3.0% | -5.3% | -2.4% |
| 30D | +4.2% | -11.3% | +15.5% | +4.2% |
| 3M | +13.4% | -23.0% | +36.4% | +13.5% |
| 6M | +9.4% | +14.8% | -5.4% | +9.7% |
| YTD | +11.7% | -19.4% | +31.1% | +11.4% |
| 1Y | +7.1% | -9.0% | +16.1% | +7.1% |
| All | +15.2% | -10.2% | +25.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling