+365.7%
ALAB vs MDT
+19.7%
+345.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -7.5% |
| 7D | +3.2% | +0.4% | +2.8% | +3.3% |
| 30D | -13.6% | +6.0% | -19.6% | -11.9% |
| 3M | -16.6% | +15.5% | -32.1% | -13.0% |
| 6M | +142.3% | +3.4% | +138.9% | +152.4% |
| YTD | +73.6% | -2.2% | +75.8% | +80.2% |
| 1Y | +33.7% | +2.6% | +31.1% | +38.8% |
| All | +365.7% | +19.7% | +345.9% | +378.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling