-18.2%
MDT vs AZO
+85.8%
-104.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -3.4% | -3.6% | +0.2% | -2.7% |
| 30D | +0.2% | -5.6% | +5.8% | +1.4% |
| 3M | +14.3% | -6.6% | +20.9% | +15.7% |
| 6M | +4.0% | -22.5% | +26.5% | +9.2% |
| YTD | -3.7% | -15.2% | +11.5% | -0.8% |
| 1Y | -0.4% | -33.9% | +33.6% | +7.9% |
| 3Y | +23.3% | +11.8% | +11.5% | +19.2% |
| All | -18.2% | +85.8% | -104.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling