+204.8%
MDT vs AG
+264.0%
-59.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.3% |
| 7D | -3.7% | -6.0% | +2.4% | -3.4% |
| 30D | +8.6% | -14.3% | +22.9% | +9.4% |
| 3M | +12.2% | -26.9% | +39.1% | +13.9% |
| 6M | +33.7% | -42.1% | +75.9% | +37.0% |
| YTD | +7.8% | -15.9% | +23.7% | +7.3% |
| 1Y | +8.9% | +11.5% | -2.6% | +6.4% |
| 3Y | +57.6% | +208.0% | -150.3% | +41.9% |
| 5Y | -0.7% | +2.4% | -3.1% | -6.3% |
| 10Y | +60.3% | +77.0% | -16.7% | +39.0% |
| All | +204.8% | +264.0% | -59.3% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling