+39.1%
MDT vs AMT
+94.9%
-55.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +6.0% | +1.8% | +4.2% | +5.3% |
| 3M | +15.5% | -6.2% | +21.7% | +17.8% |
| 6M | +3.4% | -5.0% | +8.4% | +4.7% |
| YTD | -2.2% | +2.1% | -4.2% | -3.8% |
| 1Y | +2.6% | -5.7% | +8.3% | +3.6% |
| 3Y | +27.5% | +7.9% | +19.6% | +19.1% |
| 5Y | -20.1% | -32.3% | +12.3% | -11.2% |
| 10Y | +39.1% | +95.0% | -55.9% | +12.4% |
| All | +39.1% | +94.9% | -55.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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