-0.3%
MDT vs AA
-11.0%
+10.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.2% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | +10.5% | -1.3% | +11.8% | +10.6% |
| 3M | +13.0% | -23.9% | +36.9% | +15.2% |
| 6M | +38.7% | -36.8% | +75.5% | +42.9% |
| YTD | +8.5% | -22.2% | +30.7% | +9.2% |
| 1Y | +10.0% | +10.4% | -0.3% | +7.0% |
| 3Y | +58.6% | +72.0% | -13.4% | +42.6% |
| 5Y | -0.3% | -15.6% | +15.3% | -9.3% |
| All | -0.3% | -11.0% | +10.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling