+43.5%
MDT vs ALC
+30.4%
+13.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | +9.2% | +16.0% | -6.9% | +2.5% |
| 3M | +14.5% | +0.8% | +13.7% | +14.0% |
| 6M | +37.3% | +16.8% | +20.5% | +28.6% |
| YTD | +9.8% | -5.5% | +15.3% | +11.4% |
| 1Y | +10.5% | -5.3% | +15.8% | +11.9% |
| 3Y | +57.4% | +4.1% | +53.4% | +47.2% |
| 5Y | +1.2% | -7.1% | +8.2% | -2.0% |
| All | +43.5% | +30.4% | +13.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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