+8,801.5%
MDT vs AME
+19,084.4%
-10,282.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | +1.0% | +5.9% | -4.8% | -0.5% |
| 30D | +9.2% | -1.9% | +11.1% | +9.3% |
| 3M | +14.5% | -5.4% | +19.9% | +15.6% |
| 6M | +37.3% | +4.9% | +32.4% | +34.5% |
| YTD | +9.8% | +18.5% | -8.6% | +3.9% |
| 1Y | +10.5% | +25.5% | -14.9% | +2.9% |
| 3Y | +57.4% | +63.0% | -5.6% | +34.8% |
| 5Y | +1.2% | +78.3% | -77.1% | -15.9% |
| 10Y | +63.2% | +447.1% | -383.9% | +2.7% |
| All | +8,801.5% | +19,084.4% | -10,282.8% | +2,709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling