+19.9%
MDT vs ALK
-1.1%
+21.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.8% | -2.6% | +5.4% |
| 7D | +10.7% | +12.4% | -1.7% | +9.7% |
| 30D | +19.3% | +2.1% | +17.2% | +18.7% |
| 3M | +22.8% | -23.9% | +46.6% | +24.4% |
| 6M | +36.4% | +8.2% | +28.1% | +33.9% |
| YTD | +12.1% | -20.5% | +32.5% | +10.4% |
| 1Y | +19.9% | -1.0% | +21.0% | +15.7% |
| All | +19.9% | -1.1% | +21.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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