+123.1%
MDT vs AMC
-98.1%
+221.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.1% |
| 7D | +3.2% | +2.3% | +0.9% | +3.2% |
| 30D | +9.5% | -0.7% | +10.3% | +9.5% |
| 3M | +16.0% | +35.2% | -19.2% | +15.2% |
| 6M | +0.2% | +124.6% | -124.4% | -1.4% |
| YTD | -0.3% | +69.9% | -70.1% | -1.5% |
| 1Y | +4.7% | -2.6% | +7.3% | +4.2% |
| 3Y | +26.5% | -79.8% | +106.3% | +27.4% |
| 5Y | -18.2% | -99.4% | +81.2% | -15.0% |
| 10Y | +40.0% | -98.9% | +138.9% | +35.1% |
| All | +123.1% | -98.1% | +221.2% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling