+167.2%
ALLY vs MDY
+165.3%
+1.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | +0.4% | +2.3% | -1.9% | -2.7% |
| 30D | +5.2% | +2.0% | +3.2% | +2.2% |
| 3M | -13.3% | -5.6% | -7.7% | -6.5% |
| 6M | -6.7% | +1.3% | -7.9% | -8.7% |
| YTD | -12.8% | +12.3% | -25.2% | -26.0% |
| 1Y | +0.7% | +15.8% | -15.1% | -17.9% |
| 3Y | +65.2% | +56.5% | +8.7% | -10.0% |
| 5Y | -10.1% | +35.1% | -45.3% | -38.2% |
| All | +167.2% | +165.3% | +1.9% | -21.7% |
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 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