+67.0%
MDT vs AMT
+134.2%
-67.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.7% | -2.2% | -1.5% | -2.9% |
| 30D | +8.6% | +5.8% | +2.8% | +6.5% |
| 3M | +12.2% | +12.6% | -0.4% | +7.5% |
| 6M | +33.7% | +8.3% | +25.4% | +29.4% |
| YTD | +7.8% | +11.4% | -3.6% | +2.7% |
| 1Y | +8.9% | +7.7% | +1.2% | +4.9% |
| 3Y | +57.6% | +14.8% | +42.8% | +44.7% |
| 5Y | -0.7% | -18.0% | +17.3% | +2.3% |
| All | +67.0% | +134.2% | -67.1% | +40.8% |
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