-5.9%
ALC vs MDY
+15.7%
-21.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.5% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | +12.6% | +2.1% | +10.5% | +11.3% |
| 3M | -3.8% | -3.6% | -0.2% | -2.0% |
| 6M | +16.8% | +1.7% | +15.2% | +15.4% |
| YTD | -7.6% | +13.8% | -21.4% | -16.5% |
| 1Y | -5.9% | +15.5% | -21.4% | -16.4% |
| All | -5.9% | +15.7% | -21.6% | -16.4% |
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