+213.8%
ALLE vs MDY
+168.9%
+44.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.2% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | +27.4% | +2.1% | +25.2% | +24.9% |
| 3M | +13.8% | -3.6% | +17.5% | +17.5% |
| 6M | +45.5% | +1.7% | +43.8% | +43.3% |
| YTD | +21.4% | +13.8% | +7.6% | +8.2% |
| 1Y | +15.4% | +15.5% | -0.2% | +1.5% |
| 3Y | +91.7% | +58.3% | +33.4% | +26.2% |
| 5Y | +54.5% | +37.4% | +17.1% | +15.3% |
| All | +213.8% | +168.9% | +44.9% | +28.9% |
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