+66.5%
ALLY vs MDY
+51.1%
+15.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -2.5% |
| 7D | +1.0% | +1.0% | 0.0% | -0.2% |
| 30D | -3.3% | -3.1% | -0.2% | +0.7% |
| 3M | +0.5% | +1.8% | -1.4% | -1.9% |
| 6M | +12.6% | +10.8% | +1.8% | -1.4% |
| YTD | -4.7% | +14.4% | -19.1% | -20.0% |
| 1Y | +5.2% | +15.2% | -10.0% | -12.3% |
| 3Y | +66.5% | +51.2% | +15.3% | -4.6% |
| All | +66.5% | +51.1% | +15.4% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling