-2.6%
MDT vs ALB
-62.6%
+60.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -0.8% |
| 7D | +2.7% | +5.3% | -2.5% | +2.3% |
| 30D | +14.8% | -6.3% | +21.1% | +15.3% |
| 3M | +14.6% | -27.4% | +42.0% | +17.2% |
| 6M | +35.7% | -53.1% | +88.8% | +43.7% |
| YTD | +8.5% | -32.3% | +40.8% | +10.2% |
| 1Y | +13.3% | -7.3% | +20.6% | +11.5% |
| 3Y | +58.6% | -14.9% | +73.5% | +51.2% |
| 5Y | -2.6% | -62.0% | +59.4% | +0.1% |
| All | -2.6% | -62.6% | +60.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling