-18.2%
MDT vs AMCR
-12.3%
-5.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -3.4% | -6.3% | +2.9% | -1.4% |
| 30D | +0.2% | -7.8% | +8.0% | +2.8% |
| 3M | +14.3% | +7.5% | +6.7% | +11.5% |
| 6M | +4.0% | +2.7% | +1.3% | +2.6% |
| YTD | -3.7% | +6.0% | -9.7% | -6.6% |
| 1Y | -0.4% | +7.8% | -8.1% | -4.1% |
| 3Y | +23.3% | +5.8% | +17.5% | +16.8% |
| All | -18.2% | -12.3% | -5.9% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling