+53.5%
ALAB vs MDT
+11.9%
+41.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.0% |
| 7D | +16.3% | +1.0% | +15.3% | +17.3% |
| 30D | -26.1% | +9.2% | -35.3% | -19.4% |
| 3M | -31.3% | +14.5% | -45.8% | -21.1% |
| 6M | -1.0% | +37.3% | -38.3% | +24.0% |
| YTD | +33.3% | +9.8% | +23.5% | +64.4% |
| 1Y | +53.5% | +10.5% | +43.0% | +89.7% |
| All | +53.5% | +11.9% | +41.7% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling