+38.0%
MDT vs AME
+427.9%
-389.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.0% | -8.6% | +9.6% | +5.1% |
| 3M | +15.2% | +5.8% | +9.4% | +11.5% |
| 6M | +3.7% | +3.8% | -0.1% | +0.9% |
| YTD | -3.0% | +14.4% | -17.4% | -10.1% |
| 1Y | +2.5% | +25.8% | -23.3% | -9.7% |
| 3Y | +26.5% | +55.2% | -28.7% | -2.7% |
| 5Y | -18.3% | +85.5% | -103.8% | -44.0% |
| All | +38.0% | +427.9% | -389.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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