+8,709.8%
MDT vs ALK
+770.6%
+7,939.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | +5.4% | +9.0% | -3.6% | +3.9% |
| 30D | +19.1% | -1.6% | +20.7% | +19.2% |
| 3M | +19.5% | -23.2% | +42.6% | +24.2% |
| 6M | +33.5% | -3.9% | +37.3% | +32.8% |
| YTD | +8.7% | -22.6% | +31.3% | +11.1% |
| 1Y | +16.8% | -5.3% | +22.1% | +15.1% |
| 3Y | +53.0% | +18.6% | +34.4% | +40.3% |
| 5Y | -2.9% | -34.4% | +31.5% | -3.0% |
| 10Y | +61.4% | -40.8% | +102.2% | +53.7% |
| All | +8,709.8% | +770.6% | +7,939.2% | +4,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling