+7,830.4%
MDT vs AEM
+3,487.5%
+4,342.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | +0.4% | +4.3% | -4.0% | +0.3% |
| 30D | +6.0% | +13.1% | -7.1% | +5.8% |
| 3M | +15.5% | +24.8% | -9.3% | +15.0% |
| 6M | +3.4% | -8.2% | +11.6% | +3.5% |
| YTD | -2.2% | +19.8% | -22.0% | -2.6% |
| 1Y | +2.6% | +32.1% | -29.5% | +1.9% |
| 3Y | +27.5% | +348.2% | -320.7% | +24.1% |
| 5Y | -20.1% | +297.5% | -317.5% | -22.2% |
| 10Y | +39.1% | +343.3% | -304.2% | +34.6% |
| All | +7,830.4% | +3,487.5% | +4,342.9% | +8,984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling