+58.6%
MDT vs ALB
-13.3%
+71.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.0% |
| 7D | +2.7% | +5.3% | -2.5% | +2.5% |
| 30D | +14.8% | -6.3% | +21.1% | +15.1% |
| 3M | +14.6% | -27.4% | +42.0% | +16.2% |
| 6M | +35.7% | -53.1% | +88.8% | +41.0% |
| YTD | +8.5% | -32.3% | +40.8% | +9.3% |
| 1Y | +13.3% | -7.3% | +20.6% | +11.6% |
| 3Y | +58.6% | -14.9% | +73.5% | +53.5% |
| All | +58.6% | -13.3% | +71.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling