-26.4%
ALB vs MDY
+51.1%
-77.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.7% |
| 7D | -4.4% | +1.0% | -5.4% | -6.1% |
| 30D | -1.2% | -3.1% | +2.0% | +3.9% |
| 3M | -13.3% | +1.8% | -15.1% | -16.1% |
| 6M | -19.8% | +10.8% | -30.6% | -32.5% |
| YTD | -7.9% | +14.4% | -22.4% | -26.5% |
| 1Y | +60.2% | +15.2% | +44.9% | +26.7% |
| 3Y | -26.4% | +51.2% | -77.6% | -64.6% |
| All | -26.4% | +51.1% | -77.5% | -64.6% |
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