+2.5%
MDT vs AME
+26.3%
-23.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.0% | -8.6% | +9.6% | +1.9% |
| 3M | +15.2% | +5.8% | +9.4% | +13.4% |
| 6M | +3.7% | +3.8% | -0.1% | +2.2% |
| YTD | -3.0% | +14.4% | -17.4% | -4.8% |
| 1Y | +2.5% | +25.8% | -23.3% | +0.6% |
| All | +2.5% | +26.3% | -23.9% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling