+19.9%
MDT vs ACM
-46.6%
+66.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.8% |
| 7D | +10.7% | +9.5% | +1.2% | +9.7% |
| 30D | +19.3% | +14.7% | +4.6% | +17.7% |
| 3M | +22.8% | -9.5% | +32.3% | +22.7% |
| 6M | +36.4% | -18.0% | +54.4% | +35.6% |
| YTD | +12.1% | -27.3% | +39.3% | +11.7% |
| 1Y | +19.9% | -47.0% | +66.9% | +21.3% |
| All | +19.9% | -46.6% | +66.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling