+926.4%
ALK vs MDY
+2,534.4%
-1,607.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | -0.1% |
| 7D | +9.0% | -1.7% | +10.7% | +11.2% |
| 30D | -1.6% | -0.9% | -0.7% | -0.5% |
| 3M | -23.2% | -5.7% | -17.4% | -17.6% |
| 6M | -3.9% | -2.9% | -1.0% | +0.6% |
| YTD | -22.6% | +9.8% | -32.4% | -28.5% |
| 1Y | -5.3% | +13.5% | -18.8% | -15.4% |
| 3Y | +18.6% | +51.9% | -33.3% | -21.7% |
| 5Y | -34.4% | +32.0% | -66.4% | -48.7% |
| 10Y | -40.8% | +176.5% | -217.3% | -77.6% |
| All | +926.4% | +2,534.4% | -1,607.9% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling