+74.0%
ALB vs MDY
+177.2%
-103.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -4.5% |
| 7D | -6.6% | -1.9% | -4.8% | -4.4% |
| 30D | -8.1% | -4.6% | -3.5% | -2.5% |
| 3M | -25.7% | -1.2% | -24.4% | -24.7% |
| 6M | -29.5% | +9.2% | -38.7% | -37.0% |
| YTD | -16.2% | +13.1% | -29.3% | -28.1% |
| 1Y | +59.2% | +13.0% | +46.2% | +37.1% |
| 3Y | -33.7% | +49.2% | -83.0% | -57.5% |
| 5Y | -48.1% | +47.2% | -95.4% | -65.2% |
| All | +74.0% | +177.2% | -103.1% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling