-62.5%
ALB vs MDY
+37.8%
-100.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.1% |
| 7D | +1.1% | +0.2% | +0.9% | +0.2% |
| 30D | -2.6% | +2.1% | -4.7% | -6.2% |
| 3M | -25.6% | -3.6% | -21.9% | -21.9% |
| 6M | -54.0% | +1.7% | -55.7% | -55.4% |
| YTD | -31.6% | +13.8% | -45.4% | -44.0% |
| 1Y | -6.6% | +15.5% | -22.1% | -25.3% |
| 3Y | -14.0% | +58.3% | -72.3% | -54.8% |
| 5Y | -62.5% | +37.4% | -100.0% | -75.7% |
| All | -62.5% | +37.8% | -100.3% | -75.7% |
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