+60.0%
MDT vs ACM
+133.7%
-73.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +2.7% | +6.6% | -3.9% | +0.7% |
| 30D | +14.8% | +19.8% | -5.0% | +8.6% |
| 3M | +14.6% | -3.1% | +17.7% | +15.0% |
| 6M | +35.7% | -11.5% | +47.2% | +39.3% |
| YTD | +8.5% | -24.7% | +33.1% | +16.2% |
| 1Y | +13.3% | -45.1% | +58.3% | +34.3% |
| 3Y | +58.6% | -8.9% | +67.5% | +54.5% |
| 5Y | -2.6% | +5.4% | -8.0% | -11.5% |
| 10Y | +60.0% | +131.1% | -71.1% | +9.9% |
| All | +60.0% | +133.7% | -73.7% | +9.9% |
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