+57.4%
MDT vs ALLE
+94.0%
-36.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.5% |
| 7D | +1.0% | +3.6% | -2.5% | 0.0% |
| 30D | +9.2% | +25.9% | -16.7% | +1.9% |
| 3M | +14.5% | +15.8% | -1.3% | +9.4% |
| 6M | +37.3% | +48.1% | -10.8% | +21.6% |
| YTD | +9.8% | +22.0% | -12.1% | +2.7% |
| 1Y | +10.5% | +18.0% | -7.5% | +4.3% |
| 3Y | +57.4% | +93.1% | -35.6% | +36.1% |
| All | +57.4% | +94.0% | -36.5% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling