+37.0%
MDT vs AMCR
+14.6%
+22.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -3.4% | -6.3% | +2.9% | -1.2% |
| 30D | +0.2% | -7.8% | +8.0% | +3.1% |
| 3M | +14.3% | +7.5% | +6.7% | +11.2% |
| 6M | +4.0% | +2.7% | +1.3% | +2.2% |
| YTD | -3.7% | +6.0% | -9.7% | -7.0% |
| 1Y | -0.4% | +7.8% | -8.1% | -4.6% |
| 3Y | +23.3% | +5.8% | +17.5% | +16.7% |
| 5Y | -18.9% | -11.6% | -7.3% | -18.6% |
| All | +37.0% | +14.6% | +22.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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