-14.1%
ALC vs MDY
+13.9%
-28.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -7.7% | -2.5% | -5.2% | -6.3% |
| 30D | -11.7% | -5.0% | -6.6% | -9.0% |
| 3M | +0.7% | +0.5% | +0.2% | +0.1% |
| 6M | -17.1% | +8.0% | -25.1% | -22.0% |
| YTD | -15.1% | +12.2% | -27.3% | -22.6% |
| 1Y | -14.1% | +14.0% | -28.1% | -22.4% |
| All | -14.1% | +13.9% | -28.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling