+207.6%
MDT vs AGI
+5,453.2%
-5,245.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -0.3% | +2.2% | -2.5% | -0.4% |
| 30D | +2.8% | +11.3% | -8.5% | +2.5% |
| 3M | +13.1% | +5.6% | +7.5% | +12.8% |
| 6M | +2.3% | -27.7% | +30.0% | +3.0% |
| YTD | -2.7% | -4.1% | +1.4% | -2.8% |
| 1Y | +0.9% | +13.8% | -12.9% | +0.2% |
| 3Y | +26.8% | +217.0% | -190.2% | +22.5% |
| 5Y | -19.5% | +404.3% | -423.8% | -23.2% |
| 10Y | +40.6% | +400.5% | -359.9% | +32.4% |
| All | +207.6% | +5,453.2% | -5,245.5% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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