+270.3%
ALLE vs MDY
+238.4%
+31.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -6.8% | -1.5% | -5.3% | -5.6% |
| 3M | +21.0% | +0.8% | +20.3% | +20.2% |
| 6M | +1.1% | +7.4% | -6.3% | -5.2% |
| YTD | -0.5% | +15.2% | -15.7% | -12.4% |
| 1Y | -7.3% | +16.5% | -23.8% | -19.2% |
| 3Y | +42.3% | +46.8% | -4.5% | -0.3% |
| 5Y | +13.5% | +46.0% | -32.6% | -20.1% |
| 10Y | +144.0% | +172.1% | -28.0% | -5.4% |
| All | +270.3% | +238.4% | +31.9% | +15.0% |
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