-15.0%
ALC vs MDY
+51.1%
-66.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -3.7% | +1.0% | -4.7% | -4.3% |
| 30D | -3.7% | -3.1% | -0.6% | -1.8% |
| 3M | +4.6% | +1.8% | +2.7% | +3.2% |
| 6M | -14.6% | +10.8% | -25.4% | -20.6% |
| YTD | -11.9% | +14.4% | -26.3% | -19.9% |
| 1Y | -13.1% | +15.2% | -28.3% | -21.5% |
| 3Y | -15.0% | +51.2% | -66.2% | -38.4% |
| All | -15.0% | +51.1% | -66.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling