+37.0%
MDT vs AEM
+378.0%
-341.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | +0.2% | +8.4% | -8.2% | -0.4% |
| 3M | +14.3% | +27.3% | -13.0% | +12.2% |
| 6M | +4.0% | -9.7% | +13.7% | +4.4% |
| YTD | -3.7% | +19.0% | -22.6% | -5.3% |
| 1Y | -0.4% | +31.5% | -31.8% | -2.9% |
| 3Y | +23.3% | +338.7% | -315.4% | +9.2% |
| 5Y | -18.9% | +307.4% | -326.3% | -28.5% |
| All | +37.0% | +378.0% | -341.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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