+70.1%
MDT vs AA
+42.1%
+28.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.1% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +9.2% | -0.6% | +9.7% | +9.1% |
| 3M | +14.5% | -19.7% | +34.1% | +17.1% |
| 6M | +37.3% | -41.6% | +78.9% | +44.9% |
| YTD | +9.8% | -24.6% | +34.5% | +11.5% |
| 1Y | +10.5% | +4.9% | +5.7% | +7.5% |
| 3Y | +57.4% | +66.8% | -9.4% | +38.5% |
| 5Y | +1.2% | -19.4% | +20.6% | -6.1% |
| All | +70.1% | +42.1% | +28.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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