+61.6%
MDT vs AMC
-98.6%
+160.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.9% |
| 7D | +3.5% | +6.6% | -3.1% | +3.4% |
| 30D | +16.2% | +14.1% | +2.1% | +16.0% |
| 3M | +18.9% | +31.3% | -12.4% | +18.4% |
| 6M | +37.3% | +126.7% | -89.3% | +35.4% |
| YTD | +9.7% | +117.9% | -108.2% | +8.2% |
| 1Y | +15.2% | +41.1% | -25.9% | +14.2% |
| 3Y | +61.8% | -61.0% | +122.8% | +61.6% |
| 5Y | -1.4% | -99.1% | +97.8% | +1.4% |
| 10Y | +61.6% | -98.7% | +160.3% | +44.6% |
| All | +61.6% | -98.6% | +160.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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