-41.0%
ALK vs MDY
+171.2%
-212.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | +0.1% |
| 7D | +12.9% | 0.0% | +12.9% | +13.1% |
| 30D | +5.5% | +1.0% | +4.6% | +4.4% |
| 3M | -12.1% | -4.1% | -8.0% | -6.7% |
| 6M | +1.7% | +0.6% | +1.1% | +2.2% |
| YTD | -17.4% | +12.9% | -30.3% | -27.5% |
| 1Y | -1.9% | +14.6% | -16.5% | -15.3% |
| 3Y | +21.2% | +57.1% | -35.8% | -28.9% |
| 5Y | -27.8% | +37.1% | -64.9% | -49.1% |
| 10Y | -41.0% | +171.5% | -212.5% | -81.0% |
| All | -41.0% | +171.2% | -212.2% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling