-19.2%
ALC vs MDY
+43.9%
-63.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | -7.7% | -2.5% | -5.2% | -6.0% |
| 30D | -11.7% | -5.0% | -6.6% | -8.5% |
| 3M | +0.7% | +0.5% | +0.2% | +0.2% |
| 6M | -17.1% | +8.0% | -25.1% | -21.8% |
| YTD | -15.1% | +12.2% | -27.3% | -22.2% |
| 1Y | -14.1% | +14.0% | -28.1% | -22.2% |
| 3Y | -18.2% | +48.2% | -66.3% | -39.7% |
| 5Y | -19.2% | +46.1% | -65.2% | -39.0% |
| All | -19.2% | +43.9% | -63.1% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling