+24.6%
MDT vs AG
+278.6%
-254.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.8% | +12.5% | -9.7% | +2.2% |
| 3M | +13.1% | +28.2% | -15.1% | +11.7% |
| 6M | +2.3% | -18.8% | +21.2% | +2.9% |
| YTD | -2.7% | +27.4% | -30.1% | -4.8% |
| 1Y | +0.9% | +132.2% | -131.3% | -5.3% |
| All | +24.6% | +278.6% | -254.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling