+25.3%
MDT vs ALB
-27.2%
+52.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | +0.4% | -4.4% | +4.8% | +0.6% |
| 30D | +6.0% | -1.2% | +7.2% | +6.0% |
| 3M | +15.5% | -13.3% | +28.8% | +16.3% |
| 6M | +3.4% | -19.8% | +23.2% | +4.0% |
| YTD | -2.2% | -7.9% | +5.8% | -2.8% |
| 1Y | +2.6% | +60.2% | -57.6% | -2.3% |
| All | +25.3% | -27.2% | +52.4% | +21.0% |
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