+61.6%
MDT vs AMT
+116.9%
-55.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +0.4% | +3.2% | +3.5% |
| 30D | +16.2% | +3.7% | +12.5% | +14.7% |
| 3M | +18.9% | +10.7% | +8.2% | +14.5% |
| 6M | +37.3% | +9.3% | +28.1% | +32.4% |
| YTD | +9.7% | +10.9% | -1.2% | +4.7% |
| 1Y | +15.2% | +10.5% | +4.7% | +10.0% |
| 3Y | +61.8% | +15.5% | +46.2% | +48.1% |
| 5Y | -1.4% | -20.6% | +19.2% | +2.9% |
| 10Y | +61.6% | +124.5% | -63.0% | +28.6% |
| All | +61.6% | +116.9% | -55.3% | +28.6% |
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