+0.9%
MDT vs ALHC
-19.3%
+20.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.1% |
| 30D | +2.8% | -5.4% | +8.2% | +3.1% |
| 3M | +13.1% | -32.1% | +45.2% | +15.0% |
| 6M | +2.3% | -28.5% | +30.8% | +2.3% |
| YTD | -2.7% | -34.0% | +31.3% | -2.7% |
| 1Y | +0.9% | -20.9% | +21.8% | -2.0% |
| All | +0.9% | -19.3% | +20.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling