+7,983.2%
MDT vs AA
+295.2%
+7,688.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +9.5% | +5.0% | +4.5% | +8.5% |
| 3M | +16.0% | -35.8% | +51.8% | +23.5% |
| 6M | +0.2% | -18.4% | +18.6% | +1.9% |
| YTD | -0.3% | -5.5% | +5.2% | -1.4% |
| 1Y | +4.7% | +61.0% | -56.2% | -5.9% |
| 3Y | +26.5% | +66.2% | -39.7% | +8.2% |
| 5Y | -18.2% | +11.4% | -29.6% | -29.6% |
| 10Y | +40.0% | +116.9% | -76.9% | -7.2% |
| All | +7,983.2% | +295.2% | +7,688.0% | +3,478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling