-18.5%
MDT vs ALC
-14.0%
-4.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.9% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | +9.5% | -0.1% | +9.6% | +9.5% |
| 3M | +16.0% | +5.9% | +10.1% | +13.8% |
| 6M | +0.2% | -15.9% | +16.1% | +5.4% |
| YTD | -0.3% | -10.1% | +9.8% | +2.5% |
| 1Y | +4.7% | -10.2% | +14.9% | +7.5% |
| 3Y | +26.5% | -13.6% | +40.1% | +28.7% |
| All | -18.5% | -14.0% | -4.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling