+61.3%
MDT vs ALB
+35.3%
+25.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.2% | +1.1% | -4.2% | -3.3% |
| 30D | +10.5% | -2.6% | +13.1% | +10.8% |
| 3M | +13.0% | -25.6% | +38.5% | +17.0% |
| 6M | +38.7% | -54.0% | +92.7% | +52.4% |
| YTD | +8.5% | -31.6% | +40.1% | +11.4% |
| 1Y | +10.0% | -6.6% | +16.6% | +7.8% |
| 3Y | +58.6% | -14.0% | +72.6% | +48.7% |
| 5Y | -0.3% | -62.5% | +62.2% | +4.7% |
| 10Y | +61.3% | +36.3% | +25.0% | +10.7% |
| All | +61.3% | +35.3% | +25.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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