+186.0%
ALLY vs MDY
+170.4%
+15.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | +0.4% |
| 7D | -1.9% | -0.8% | -1.2% | -0.9% |
| 30D | -4.5% | -3.9% | -0.6% | +0.8% |
| 3M | -2.8% | 0.0% | -2.8% | -2.8% |
| 6M | +10.3% | +8.5% | +1.8% | -1.5% |
| YTD | -5.7% | +13.2% | -18.9% | -20.5% |
| 1Y | +3.9% | +15.0% | -11.1% | -14.1% |
| 3Y | +64.7% | +49.6% | +15.1% | -4.0% |
| 5Y | -2.6% | +46.0% | -48.6% | -39.4% |
| 10Y | +186.0% | +176.4% | +9.6% | -19.1% |
| All | +186.0% | +170.4% | +15.5% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling