+249.6%
ALAB vs MDT
+34.3%
+215.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.0% | +12.7% | +14.1% |
| 7D | -5.6% | +3.5% | -9.1% | -4.0% |
| 30D | -36.6% | +16.2% | -52.8% | -32.2% |
| 3M | -35.1% | +18.9% | -54.0% | -29.8% |
| 6M | +8.5% | +37.3% | -28.8% | +20.7% |
| YTD | +30.4% | +9.7% | +20.6% | +43.7% |
| 1Y | +31.0% | +15.2% | +15.9% | +44.7% |
| All | +249.6% | +34.3% | +215.3% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling