+236.1%
ALNY vs MDY
+177.2%
+58.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -6.5% | -1.9% | -4.7% | -5.3% |
| 30D | +11.0% | -4.6% | +15.7% | +14.7% |
| 3M | -14.1% | -1.2% | -12.8% | -13.6% |
| 6M | -22.4% | +9.2% | -31.6% | -27.4% |
| YTD | -37.5% | +13.1% | -50.5% | -43.0% |
| 1Y | -46.9% | +13.0% | -59.9% | -51.7% |
| 3Y | +22.1% | +49.2% | -27.1% | -10.5% |
| 5Y | +31.2% | +47.2% | -16.1% | -3.5% |
| All | +236.1% | +177.2% | +58.9% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling