+30.3%
MDT vs ALC
+24.0%
+6.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | +3.2% | -2.1% | +5.3% | +4.1% |
| 30D | +9.5% | -0.1% | +9.6% | +9.5% |
| 3M | +16.0% | +5.9% | +10.1% | +13.2% |
| 6M | +0.2% | -15.9% | +16.1% | +7.1% |
| YTD | -0.3% | -10.1% | +9.8% | +3.3% |
| 1Y | +4.7% | -10.2% | +14.9% | +8.3% |
| 3Y | +26.5% | -13.6% | +40.1% | +29.0% |
| 5Y | -18.2% | -15.1% | -3.1% | -17.5% |
| All | +30.3% | +24.0% | +6.3% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling