+40.6%
MDT vs ACM
+124.8%
-84.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.4% |
| 7D | -0.3% | -3.7% | +3.4% | +0.8% |
| 30D | +2.8% | -12.7% | +15.4% | +6.5% |
| 3M | +13.1% | -9.8% | +22.9% | +15.9% |
| 6M | +2.3% | -31.4% | +33.7% | +13.5% |
| YTD | -2.7% | -32.1% | +29.4% | +7.5% |
| 1Y | +0.9% | -47.8% | +48.7% | +20.6% |
| 3Y | +26.8% | -22.1% | +48.9% | +29.9% |
| 5Y | -19.5% | +1.8% | -21.2% | -26.0% |
| 10Y | +40.6% | +132.5% | -92.0% | +2.2% |
| All | +40.6% | +124.8% | -84.2% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling