+10.5%
MDT vs ALHC
-55.7%
+66.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.0% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +9.2% | -10.6% | +19.7% | +9.8% |
| 3M | +14.5% | -45.3% | +59.8% | +18.1% |
| 6M | +37.3% | -59.7% | +97.0% | +41.7% |
| YTD | +9.8% | -62.7% | +72.6% | +12.1% |
| 1Y | +10.5% | -56.1% | +66.6% | +8.5% |
| All | +10.5% | -55.7% | +66.2% | +8.5% |
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