+338.5%
ALLE vs MDY
+222.7%
+115.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 6M | +38.0% | -2.9% | +41.0% | +41.6% |
| YTD | +17.8% | +9.8% | +7.9% | +8.2% |
| 1Y | +13.6% | +13.5% | +0.1% | +1.3% |
| 3Y | +89.2% | +51.9% | +37.3% | +28.3% |
| 5Y | +51.1% | +32.0% | +19.0% | +16.3% |
| 10Y | +228.1% | +176.5% | +51.7% | +24.6% |
| All | +338.5% | +222.7% | +115.8% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling