+27.2%
MDT vs ALC
+20.4%
+6.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.3% | -5.3% | +5.0% | +2.0% |
| 30D | +2.8% | -7.1% | +9.8% | +5.9% |
| 3M | +13.1% | +0.8% | +12.3% | +12.7% |
| 6M | +2.3% | -16.0% | +18.3% | +9.4% |
| YTD | -2.7% | -12.7% | +10.1% | +2.1% |
| 1Y | +0.9% | -12.8% | +13.7% | +5.6% |
| 3Y | +26.8% | -15.8% | +42.7% | +30.7% |
| 5Y | -19.5% | -16.7% | -2.8% | -18.3% |
| All | +27.2% | +20.4% | +6.8% | -3.7% |
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