+537.9%
MDT vs AMT
+1,444.4%
-906.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.7% | +1.6% | +1.1% | +2.5% |
| 30D | +14.8% | +4.5% | +10.4% | +14.1% |
| 3M | +14.6% | +13.8% | +0.8% | +12.4% |
| 6M | +35.7% | +10.0% | +25.7% | +33.6% |
| YTD | +8.5% | +11.8% | -3.3% | +6.4% |
| 1Y | +13.3% | +10.2% | +3.0% | +11.3% |
| 3Y | +58.6% | +15.1% | +43.4% | +54.0% |
| 5Y | -2.6% | -18.8% | +16.2% | -1.4% |
| 10Y | +60.0% | +133.7% | -73.7% | +42.1% |
| All | +537.9% | +1,444.4% | -906.5% | +274.2% |
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