-11.9%
ALB vs MDY
+58.9%
-70.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +0.1% |
| 30D | -2.6% | +2.1% | -4.7% | -6.5% |
| 3M | -25.6% | -3.6% | -21.9% | -21.6% |
| 6M | -54.0% | +1.7% | -55.7% | -55.5% |
| YTD | -31.6% | +13.8% | -45.4% | -45.2% |
| 1Y | -6.6% | +15.5% | -22.1% | -27.1% |
| All | -11.9% | +58.9% | -70.8% | -65.3% |
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