+19.9%
MDT vs AZO
-7.5%
+27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +5.1% |
| 7D | +10.7% | +5.3% | +5.4% | +9.2% |
| 30D | +19.3% | +18.4% | +0.9% | +14.4% |
| 3M | +22.8% | +9.8% | +12.9% | +19.7% |
| 6M | +36.4% | -4.5% | +40.9% | +35.9% |
| YTD | +12.1% | -1.9% | +14.0% | +12.6% |
| 1Y | +19.9% | -9.5% | +29.5% | +23.3% |
| All | +19.9% | -7.5% | +27.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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