+61.8%
MDT vs ALHC
+16.3%
+45.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | +3.5% | +3.9% | -0.3% | +3.4% |
| 30D | +16.2% | -3.6% | +19.8% | +16.3% |
| 3M | +18.9% | -49.4% | +68.3% | +21.7% |
| 6M | +37.3% | -59.5% | +96.8% | +40.7% |
| YTD | +9.7% | -63.2% | +72.9% | +12.7% |
| 1Y | +15.2% | -55.5% | +70.7% | +17.6% |
| 3Y | +61.8% | +23.0% | +38.8% | +68.2% |
| All | +61.8% | +16.3% | +45.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling