-39.0%
ALK vs MDY
+170.4%
-209.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.2% |
| 7D | +0.1% | +1.0% | -0.9% | -1.2% |
| 30D | -18.5% | -3.1% | -15.3% | -14.9% |
| 3M | -3.6% | +1.8% | -5.4% | -5.1% |
| 6M | -3.7% | +10.8% | -14.5% | -14.1% |
| YTD | -19.0% | +14.4% | -33.4% | -30.4% |
| 1Y | -36.0% | +15.2% | -51.2% | -45.3% |
| 3Y | +2.3% | +51.2% | -48.8% | -37.1% |
| 5Y | -27.8% | +47.2% | -75.0% | -53.7% |
| 10Y | -39.0% | +171.1% | -210.1% | -80.4% |
| All | -39.0% | +170.4% | -209.4% | -80.4% |
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 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