+4.1%
ALC vs MDY
+56.8%
-52.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -1.1% | +2.3% | -3.4% | -2.5% |
| 30D | +16.0% | +2.0% | +14.0% | +14.5% |
| 3M | +0.8% | -5.6% | +6.5% | +4.4% |
| 6M | +16.8% | +1.3% | +15.6% | +15.4% |
| YTD | -5.5% | +12.3% | -17.8% | -13.2% |
| 1Y | -5.3% | +15.8% | -21.0% | -14.7% |
| 3Y | +4.1% | +56.5% | -52.4% | -27.2% |
| All | +4.1% | +56.8% | -52.7% | -27.2% |
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