+221.5%
ALLE vs MDY
+180.7%
+40.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | 0.0% |
| 7D | -0.6% | +0.7% | -1.3% | -1.3% |
| 30D | +26.6% | +1.3% | +25.3% | +25.1% |
| 3M | +13.2% | -4.1% | +17.3% | +17.3% |
| 6M | +42.9% | +1.0% | +41.9% | +41.6% |
| YTD | +21.0% | +13.3% | +7.7% | +8.3% |
| 1Y | +15.2% | +15.7% | -0.6% | +1.2% |
| 3Y | +95.6% | +59.6% | +36.0% | +27.9% |
| 5Y | +53.4% | +36.3% | +17.1% | +15.3% |
| 10Y | +221.5% | +173.6% | +47.8% | +31.9% |
| All | +221.5% | +180.7% | +40.8% | +31.9% |
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