-2.9%
MDT vs AMC
-99.3%
+96.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | +5.4% | +2.6% | +2.8% | +5.4% |
| 30D | +19.1% | +9.0% | +10.0% | +18.7% |
| 3M | +19.5% | +22.2% | -2.7% | +18.7% |
| 6M | +33.5% | +91.5% | -58.0% | +30.4% |
| YTD | +8.7% | +101.3% | -92.6% | +5.8% |
| 1Y | +16.8% | +20.8% | -4.0% | +15.3% |
| 3Y | +53.0% | -71.3% | +124.3% | +55.4% |
| All | -2.9% | -99.3% | +96.4% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling