+97.4%
ALLY vs MDY
+236.6%
-139.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -3.3% |
| 30D | +1.9% | +2.1% | -0.3% | -1.1% |
| 3M | -12.1% | -3.6% | -8.5% | -8.0% |
| 6M | -9.0% | +1.7% | -10.7% | -11.3% |
| YTD | -12.9% | +13.8% | -26.7% | -27.0% |
| 1Y | -0.1% | +15.5% | -15.6% | -17.7% |
| 3Y | +64.6% | +58.3% | +6.3% | -9.4% |
| 5Y | -10.1% | +37.4% | -47.5% | -38.4% |
| 10Y | +176.7% | +171.0% | +5.7% | -12.9% |
| All | +97.4% | +236.6% | -139.2% | -46.7% |
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 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