-31.3%
AMT vs MDB
-28.4%
-2.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.8% |
| 7D | -0.2% | -17.4% | +17.2% | +1.0% |
| 30D | +4.6% | -2.0% | +6.7% | +4.6% |
| 3M | -8.4% | -3.0% | -5.4% | -8.6% |
| 6M | -6.0% | +48.7% | -54.7% | -9.1% |
| YTD | +2.1% | -12.1% | +14.3% | +1.8% |
| 1Y | -6.4% | +14.5% | -20.9% | -8.7% |
| 3Y | +8.1% | -6.1% | +14.2% | +4.9% |
| All | -31.3% | -28.4% | -2.9% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling