+27.3%
ALC vs MDY
+111.3%
-84.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.7% |
| 7D | -6.3% | +0.2% | -6.5% | -6.5% |
| 30D | +12.6% | +2.1% | +10.5% | +11.0% |
| 3M | -3.8% | -3.6% | -0.2% | -1.8% |
| 6M | +16.8% | +1.7% | +15.2% | +15.2% |
| YTD | -7.6% | +13.8% | -21.4% | -15.3% |
| 1Y | -5.9% | +15.5% | -21.4% | -14.6% |
| 3Y | +0.6% | +58.3% | -57.7% | -25.7% |
| 5Y | -9.5% | +37.4% | -46.9% | -27.7% |
| All | +27.3% | +111.3% | -84.0% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling