+41.8%
MDT vs ALC
+30.3%
+11.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.6% |
| 7D | +2.7% | +2.3% | +0.4% | +1.8% |
| 30D | +14.8% | +15.5% | -0.7% | +8.1% |
| 3M | +14.6% | +0.6% | +14.0% | +14.2% |
| 6M | +35.7% | +18.4% | +17.3% | +26.5% |
| YTD | +8.5% | -5.6% | +14.0% | +10.1% |
| 1Y | +13.3% | 0.0% | +13.2% | +12.0% |
| 3Y | +58.6% | +2.8% | +55.8% | +49.1% |
| 5Y | -2.6% | -8.8% | +6.2% | -4.7% |
| All | +41.8% | +30.3% | +11.5% | +3.8% |
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