+3,022.5%
ALB vs MDY
+2,662.7%
+359.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.6% |
| 7D | -8.1% | +0.1% | -8.2% | -8.3% |
| 30D | +6.3% | -1.5% | +7.8% | +7.9% |
| 3M | -23.6% | +0.8% | -24.3% | -24.1% |
| 6M | -24.6% | +7.4% | -32.0% | -30.1% |
| YTD | -10.3% | +15.2% | -25.5% | -22.5% |
| 1Y | +61.5% | +16.5% | +44.9% | +38.5% |
| 3Y | -34.0% | +46.8% | -80.8% | -53.3% |
| 5Y | -44.6% | +46.0% | -90.6% | -59.3% |
| 10Y | +76.1% | +172.1% | -96.0% | -27.3% |
| All | +3,022.5% | +2,662.7% | +359.8% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling