+89.2%
ALLE vs MDY
+50.6%
+38.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.4% |
| 7D | -0.6% | -1.7% | +1.1% | +0.7% |
| 30D | +25.3% | -0.9% | +26.3% | +26.2% |
| 3M | +10.3% | -5.7% | +16.0% | +15.6% |
| 6M | +38.0% | -2.9% | +41.0% | +41.3% |
| YTD | +17.8% | +9.8% | +7.9% | +9.4% |
| 1Y | +13.6% | +13.5% | +0.1% | +2.9% |
| 3Y | +89.2% | +51.9% | +37.3% | +30.7% |
| All | +89.2% | +50.6% | +38.7% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling