+180.2%
MDT vs ACM
+230.8%
-50.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | -3.7% | +7.0% | +4.2% |
| 30D | +9.5% | -11.1% | +20.6% | +12.4% |
| 3M | +16.0% | -8.0% | +24.0% | +17.9% |
| 6M | +0.2% | -29.7% | +29.9% | +8.8% |
| YTD | -0.3% | -29.4% | +29.1% | +7.6% |
| 1Y | +4.7% | -46.4% | +51.1% | +21.0% |
| 3Y | +26.5% | -22.3% | +48.9% | +30.5% |
| 5Y | -18.2% | +4.5% | -22.7% | -22.9% |
| 10Y | +40.0% | +127.6% | -87.6% | +3.4% |
| All | +180.2% | +230.8% | -50.6% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling