+4,168.1%
MDT vs AZO
+41,812.3%
-37,644.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +1.0% | -5.3% | +6.3% | +2.3% |
| 3M | +15.2% | -7.3% | +22.5% | +17.0% |
| 6M | +3.7% | -22.7% | +26.4% | +9.4% |
| YTD | -3.0% | -15.0% | +12.1% | +0.1% |
| 1Y | +2.5% | -32.2% | +34.7% | +11.0% |
| 3Y | +26.5% | +10.0% | +16.4% | +21.8% |
| 5Y | -18.3% | +85.8% | -104.1% | -30.9% |
| 10Y | +40.2% | +298.9% | -258.7% | -1.8% |
| All | +4,168.1% | +41,812.3% | -37,644.2% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling