+37.0%
MDT vs AIG
+66.2%
-29.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -3.4% | -1.2% | -2.3% | -3.0% |
| 30D | +0.2% | -1.1% | +1.3% | +0.6% |
| 3M | +14.3% | +0.7% | +13.6% | +13.9% |
| 6M | +4.0% | -2.2% | +6.2% | +4.5% |
| YTD | -3.7% | -10.8% | +7.2% | -0.5% |
| 1Y | -0.4% | -2.0% | +1.7% | -0.7% |
| 3Y | +23.3% | +34.8% | -11.5% | +8.5% |
| 5Y | -18.9% | +55.0% | -73.9% | -33.9% |
| All | +37.0% | +66.2% | -29.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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