+214.3%
MDT vs AGG
+97.4%
+116.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +13.1% | -0.7% | +13.8% | +13.2% |
| 6M | +2.3% | -1.8% | +4.1% | +2.6% |
| YTD | -2.7% | -0.6% | -2.1% | -2.6% |
| 1Y | +0.9% | +0.4% | +0.5% | +0.9% |
| 3Y | +26.8% | +13.2% | +13.7% | +25.4% |
| 5Y | -19.5% | -2.0% | -17.5% | -20.9% |
| 10Y | +40.6% | +15.1% | +25.5% | +41.0% |
| All | +214.3% | +97.4% | +116.9% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling