+7,787.5%
MDT vs AIG
-22.8%
+7,810.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +2.8% | -3.3% | +6.1% | +3.3% |
| 3M | +13.1% | +2.2% | +10.9% | +12.7% |
| 6M | +2.3% | -2.1% | +4.5% | +2.6% |
| YTD | -2.7% | -11.2% | +8.5% | -1.1% |
| 1Y | +0.9% | -2.1% | +3.0% | +0.8% |
| 3Y | +26.8% | +34.4% | -7.5% | +20.0% |
| 5Y | -19.5% | +53.7% | -73.2% | -26.0% |
| 10Y | +40.6% | +64.4% | -23.8% | +23.5% |
| All | +7,787.5% | -22.8% | +7,810.2% | +3,738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling