+37.0%
MDT vs AGG
+14.2%
+22.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.4% | -1.1% | -2.4% | -2.9% |
| 30D | +0.2% | -1.1% | +1.4% | +0.8% |
| 3M | +14.3% | -1.9% | +16.2% | +15.5% |
| 6M | +4.0% | -1.7% | +5.7% | +5.0% |
| YTD | -3.7% | -1.3% | -2.4% | -3.0% |
| 1Y | -0.4% | -0.7% | +0.4% | +0.1% |
| 3Y | +23.3% | +12.5% | +10.8% | +16.7% |
| 5Y | -18.9% | -2.5% | -16.4% | -19.0% |
| All | +37.0% | +14.2% | +22.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling