-20.1%
MDT vs ACM
+4.8%
-24.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +6.0% | -12.9% | +18.9% | +9.0% |
| 3M | +15.5% | -6.4% | +21.9% | +16.7% |
| 6M | +3.4% | -29.2% | +32.6% | +11.1% |
| YTD | -2.2% | -29.9% | +27.8% | +4.8% |
| 1Y | +2.6% | -47.3% | +49.9% | +18.1% |
| 3Y | +27.5% | -19.6% | +47.1% | +26.1% |
| 5Y | -20.1% | +5.5% | -25.6% | -29.7% |
| All | -20.1% | +4.8% | -24.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling