+39.1%
MDT vs ALLE
+148.2%
-109.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +0.4% | +2.8% | -2.4% | -0.7% |
| 30D | +6.0% | -7.6% | +13.6% | +9.4% |
| 3M | +15.5% | +22.8% | -7.2% | +5.7% |
| 6M | +3.4% | +4.6% | -1.2% | +0.8% |
| YTD | -2.2% | -1.2% | -0.9% | -2.7% |
| 1Y | +2.6% | -9.1% | +11.7% | +5.4% |
| 3Y | +27.5% | +50.0% | -22.5% | +3.7% |
| 5Y | -20.1% | +15.2% | -35.3% | -28.4% |
| 10Y | +39.1% | +151.1% | -112.0% | -6.9% |
| All | +39.1% | +148.2% | -109.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling