+248.5%
ALAB vs MDY
+30.1%
+218.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.4% |
| 7D | -7.5% | 0.0% | -7.5% | -5.8% |
| 30D | -36.8% | +1.0% | -37.8% | -36.6% |
| 3M | -31.9% | -4.1% | -27.7% | -23.7% |
| 6M | +8.2% | +0.6% | +7.6% | +13.3% |
| YTD | +29.9% | +12.9% | +17.0% | +11.6% |
| 1Y | +24.4% | +14.6% | +9.8% | +4.8% |
| All | +248.5% | +30.1% | +218.5% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling