+123.4%
ALLY vs MDY
+240.7%
-117.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +3.7% | +0.1% | +3.5% | +3.5% |
| 30D | -2.3% | -1.5% | -0.8% | -0.3% |
| 3M | +3.8% | +0.8% | +3.1% | +2.7% |
| 6M | +9.7% | +7.4% | +2.3% | -0.2% |
| YTD | -1.4% | +15.2% | -16.6% | -18.4% |
| 1Y | +8.2% | +16.5% | -8.3% | -11.5% |
| 3Y | +66.5% | +46.8% | +19.7% | +1.6% |
| 5Y | +1.2% | +46.0% | -44.8% | -35.7% |
| 10Y | +191.4% | +172.1% | +19.4% | -8.7% |
| All | +123.4% | +240.7% | -117.2% | -40.4% |
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