+13.2%
MDT vs AHR
+356.1%
-342.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.4% | -2.1% | -1.3% | -3.1% |
| 30D | +0.2% | +1.9% | -1.7% | -0.1% |
| 3M | +14.3% | +15.7% | -1.4% | +11.2% |
| 6M | +4.0% | +2.5% | +1.5% | +3.2% |
| YTD | -3.7% | +15.0% | -18.7% | -6.5% |
| 1Y | -0.4% | +28.1% | -28.5% | -5.4% |
| All | +13.2% | +356.1% | -342.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling