+181.9%
MDT vs AG
+445.6%
-263.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +3.2% | +1.0% | +2.2% | +3.1% |
| 30D | +9.5% | +19.2% | -9.7% | +8.3% |
| 3M | +16.0% | +6.2% | +9.8% | +15.2% |
| 6M | +0.2% | -26.7% | +26.9% | +1.3% |
| YTD | -0.3% | +26.1% | -26.4% | -2.8% |
| 1Y | +4.7% | +131.7% | -126.9% | -2.1% |
| 3Y | +26.5% | +255.3% | -228.8% | +13.1% |
| 5Y | -18.2% | +61.9% | -80.1% | -24.7% |
| 10Y | +40.0% | +72.0% | -32.0% | +21.9% |
| All | +181.9% | +445.6% | -263.8% | +75.0% |
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