+96.8%
ALLY vs MDY
+224.8%
-128.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.5% |
| 7D | +0.9% | -1.7% | +2.6% | +3.0% |
| 30D | +3.1% | -0.9% | +4.0% | +4.2% |
| 3M | -12.6% | -5.7% | -6.8% | -5.7% |
| 6M | -12.4% | -2.9% | -9.5% | -9.2% |
| YTD | -13.2% | +9.8% | -23.0% | -23.6% |
| 1Y | +1.8% | +13.5% | -11.7% | -14.0% |
| 3Y | +58.0% | +51.9% | +6.0% | -8.2% |
| 5Y | -8.4% | +32.0% | -40.5% | -33.9% |
| 10Y | +195.3% | +176.5% | +18.8% | -7.8% |
| All | +96.8% | +224.8% | -128.0% | -44.3% |
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