-46.9%
ALNY vs MDB
+7.4%
-54.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.5% |
| 7D | -6.5% | -1.8% | -4.8% | -6.5% |
| 30D | +11.0% | -17.3% | +28.3% | +11.3% |
| 3M | -14.1% | +2.2% | -16.3% | -14.6% |
| 6M | -22.4% | +33.9% | -56.3% | -23.8% |
| YTD | -37.5% | -13.7% | -23.8% | -36.8% |
| 1Y | -46.9% | +9.1% | -56.0% | -47.7% |
| All | -46.9% | +7.4% | -54.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling