-18.3%
MDT vs AIG
+52.4%
-70.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.0% |
| 30D | +1.0% | -2.9% | +4.0% | +1.8% |
| 3M | +15.2% | +0.8% | +14.4% | +14.9% |
| 6M | +3.7% | -2.7% | +6.3% | +4.2% |
| YTD | -3.0% | -11.2% | +8.2% | -0.2% |
| 1Y | +2.5% | -1.5% | +4.0% | +2.0% |
| 3Y | +26.5% | +34.4% | -7.9% | +14.4% |
| 5Y | -18.3% | +54.4% | -72.7% | -30.9% |
| All | -18.3% | +52.4% | -70.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling