+2,220.5%
ALB vs MDY
+2,594.0%
-373.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | +2.3% | -8.0% | -8.1% |
| 30D | -4.5% | +2.0% | -6.5% | -6.9% |
| 3M | -28.1% | -5.6% | -22.4% | -23.8% |
| 6M | -53.2% | +1.3% | -54.5% | -53.9% |
| YTD | -33.3% | +12.3% | -45.6% | -41.0% |
| 1Y | -17.4% | +15.8% | -33.2% | -29.2% |
| 3Y | -14.1% | +56.5% | -70.6% | -43.5% |
| 5Y | -64.0% | +35.1% | -99.2% | -71.5% |
| 10Y | +32.8% | +167.4% | -134.6% | -44.3% |
| All | +2,220.5% | +2,594.0% | -373.5% | +91.4% |
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