-18.2%
MDT vs AME
+89.9%
-108.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.7% |
| 7D | -3.4% | +1.7% | -5.2% | -3.9% |
| 30D | +0.2% | -6.4% | +6.7% | +2.1% |
| 3M | +14.3% | +7.1% | +7.2% | +11.4% |
| 6M | +4.0% | +8.2% | -4.2% | +0.9% |
| YTD | -3.7% | +18.2% | -21.8% | -9.3% |
| 1Y | -0.4% | +26.7% | -27.1% | -8.5% |
| 3Y | +23.3% | +60.7% | -37.4% | +1.0% |
| All | -18.2% | +89.9% | -108.1% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling