+123.1%
ALNY vs MDB
+986.0%
-862.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.8% |
| 30D | +18.9% | -14.0% | +32.9% | +21.1% |
| 3M | -13.3% | +5.3% | -18.7% | -15.0% |
| 6M | -20.3% | +31.9% | -52.2% | -25.7% |
| YTD | -35.1% | -14.6% | -20.5% | -35.6% |
| 1Y | -46.5% | +8.2% | -54.7% | -49.4% |
| 3Y | +28.1% | -5.0% | +33.1% | +15.4% |
| 5Y | +36.1% | -24.5% | +60.6% | +15.2% |
| All | +123.1% | +986.0% | -862.9% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling