-46.3%
ALB vs MDY
+43.9%
-90.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -1.6% |
| 7D | -7.6% | -2.5% | -5.1% | -4.0% |
| 30D | -5.6% | -5.0% | -0.6% | +1.8% |
| 3M | -16.8% | +0.5% | -17.3% | -17.6% |
| 6M | -26.3% | +8.0% | -34.3% | -34.5% |
| YTD | -13.2% | +12.2% | -25.4% | -27.0% |
| 1Y | +68.8% | +14.0% | +54.8% | +39.0% |
| 3Y | -30.7% | +48.2% | -78.8% | -59.6% |
| 5Y | -46.3% | +46.1% | -92.3% | -66.8% |
| All | -46.3% | +43.9% | -90.2% | -66.8% |
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