-18.3%
MDT vs AEM
+294.2%
-312.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.6% | -5.0% | +3.5% | -1.2% |
| 30D | +1.0% | +8.5% | -7.4% | +0.2% |
| 3M | +15.2% | +29.3% | -14.1% | +12.4% |
| 6M | +3.7% | -12.9% | +16.6% | +4.7% |
| YTD | -3.0% | +16.8% | -19.7% | -4.8% |
| 1Y | +2.5% | +29.8% | -27.4% | -0.8% |
| 3Y | +26.5% | +336.7% | -310.3% | +5.5% |
| 5Y | -18.3% | +299.9% | -318.2% | -31.7% |
| All | -18.3% | +294.2% | -312.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling