+486.5%
MDT vs AMT
+1,311.4%
-824.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +9.5% | +4.6% | +4.9% | +8.8% |
| 3M | +16.0% | -8.4% | +24.4% | +17.3% |
| 6M | +0.2% | -6.0% | +6.2% | +0.9% |
| YTD | -0.3% | +2.1% | -2.4% | -0.9% |
| 1Y | +4.7% | -6.4% | +11.1% | +5.3% |
| 3Y | +26.5% | +8.1% | +18.5% | +23.9% |
| 5Y | -18.2% | -31.9% | +13.7% | -15.1% |
| 10Y | +40.0% | +97.1% | -57.1% | +27.2% |
| All | +486.5% | +1,311.4% | -824.9% | +248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling