+53.0%
MDT vs AMT
+10.5%
+42.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.3% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | +19.1% | +13.6% | +5.4% | +15.6% |
| 3M | +19.5% | +11.5% | +8.0% | +16.4% |
| 6M | +33.5% | +6.9% | +26.5% | +31.0% |
| YTD | +8.7% | +10.8% | -2.1% | +5.5% |
| 1Y | +16.8% | +10.3% | +6.5% | +13.5% |
| 3Y | +53.0% | +12.4% | +40.6% | +45.7% |
| All | +53.0% | +10.5% | +42.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling