-9.1%
ALLE vs MDY
+15.1%
-24.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +2.8% | +1.0% | +1.8% | +1.9% |
| 30D | -7.6% | -3.1% | -4.5% | -5.2% |
| 3M | +22.8% | +1.8% | +20.9% | +21.0% |
| 6M | +4.6% | +10.8% | -6.2% | -3.2% |
| YTD | -1.2% | +14.4% | -15.6% | -10.8% |
| 1Y | -9.1% | +15.2% | -24.3% | -17.2% |
| All | -9.1% | +15.1% | -24.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling