+73.5%
AMT vs MDB
+848.0%
-774.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -2.9% |
| 7D | +0.5% | -11.4% | +11.9% | +1.5% |
| 30D | +13.6% | -13.8% | +27.4% | +14.7% |
| 3M | +11.5% | -15.5% | +26.9% | +12.2% |
| 6M | +6.9% | +17.9% | -11.0% | +4.0% |
| YTD | +10.8% | -25.5% | +36.3% | +11.3% |
| 1Y | +10.3% | -12.1% | +22.4% | +8.9% |
| 3Y | +12.4% | -5.9% | +18.3% | +6.1% |
| 5Y | -20.1% | -43.7% | +23.6% | -25.3% |
| All | +73.5% | +848.0% | -774.5% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling