+365.7%
ALAB vs MDY
+31.8%
+333.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -5.6% |
| 7D | +3.2% | +1.0% | +2.2% | +1.2% |
| 30D | -13.6% | -3.1% | -10.4% | -7.5% |
| 3M | -16.6% | +1.8% | -18.4% | -17.4% |
| 6M | +142.3% | +10.8% | +131.5% | +108.2% |
| YTD | +73.6% | +14.4% | +59.2% | +41.6% |
| 1Y | +33.7% | +15.2% | +18.5% | +8.7% |
| All | +365.7% | +31.8% | +333.9% | +220.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling