+53.5%
ALAB vs MDY
+14.2%
+39.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.2% |
| 7D | +16.3% | +2.3% | +14.1% | +9.6% |
| 30D | -26.1% | +2.0% | -28.1% | -28.2% |
| 3M | -31.3% | -5.6% | -25.6% | -16.6% |
| 6M | -1.0% | +1.3% | -2.3% | +4.2% |
| YTD | +33.3% | +12.3% | +21.0% | +15.2% |
| 1Y | +53.5% | +15.8% | +37.8% | +27.1% |
| All | +53.5% | +14.2% | +39.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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