+58.6%
MDT vs AG
+227.5%
-168.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.9% |
| 7D | +2.7% | +6.0% | -3.2% | +2.5% |
| 30D | +14.8% | -13.5% | +28.4% | +15.4% |
| 3M | +14.6% | -20.7% | +35.2% | +15.4% |
| 6M | +35.7% | -31.5% | +67.3% | +37.3% |
| YTD | +8.5% | -10.1% | +18.6% | +7.4% |
| 1Y | +13.3% | +26.0% | -12.7% | +9.6% |
| 3Y | +58.6% | +228.9% | -170.3% | +35.4% |
| All | +58.6% | +227.5% | -168.9% | +35.4% |
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