+50.4%
ALLE vs MDY
+31.3%
+19.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.5% |
| 7D | -0.6% | -1.7% | +1.1% | +0.9% |
| 30D | +25.3% | -0.9% | +26.3% | +26.2% |
| 3M | +10.3% | -5.7% | +16.0% | +16.2% |
| 6M | +38.0% | -2.9% | +41.0% | +41.6% |
| YTD | +17.8% | +9.8% | +7.9% | +8.1% |
| 1Y | +13.6% | +13.5% | +0.1% | +1.3% |
| 3Y | +89.2% | +51.9% | +37.3% | +26.1% |
| All | +50.4% | +31.3% | +19.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling