+19.9%
MDT vs AON
+2.1%
+17.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.8% | +5.0% |
| 7D | +10.7% | +9.4% | +1.3% | +8.4% |
| 30D | +19.3% | +27.0% | -7.7% | +13.4% |
| 3M | +22.8% | -3.1% | +25.9% | +22.0% |
| 6M | +36.4% | +10.0% | +26.4% | +34.6% |
| YTD | +12.1% | -1.6% | +13.7% | +12.0% |
| 1Y | +19.9% | +0.9% | +19.0% | +19.3% |
| All | +19.9% | +2.1% | +17.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling