+3,124.5%
MDT vs ALB
+2,835.3%
+289.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +1.9% |
| 7D | +3.2% | -8.1% | +11.3% | +4.7% |
| 30D | +9.5% | +6.3% | +3.3% | +8.2% |
| 3M | +16.0% | -23.6% | +39.5% | +20.7% |
| 6M | +0.2% | -24.6% | +24.8% | +3.6% |
| YTD | -0.3% | -10.3% | +10.0% | -0.9% |
| 1Y | +4.7% | +61.5% | -56.7% | -7.8% |
| 3Y | +26.5% | -34.0% | +60.5% | +24.3% |
| 5Y | -18.2% | -44.6% | +26.4% | -20.5% |
| 10Y | +40.0% | +76.1% | -36.1% | -1.7% |
| All | +3,124.5% | +2,835.3% | +289.2% | +1,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling