+121.0%
MDT vs ALLE
+260.9%
-139.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +3.2% | -0.2% | +3.5% | +3.3% |
| 30D | +9.5% | -6.8% | +16.3% | +12.5% |
| 3M | +16.0% | +21.0% | -5.1% | +6.9% |
| 6M | +0.2% | +1.1% | -0.9% | -0.9% |
| YTD | -0.3% | -0.5% | +0.3% | -1.1% |
| 1Y | +4.7% | -7.3% | +12.0% | +6.7% |
| 3Y | +26.5% | +42.3% | -15.7% | +5.9% |
| 5Y | -18.2% | +13.5% | -31.7% | -26.2% |
| 10Y | +40.0% | +144.0% | -104.0% | -9.4% |
| All | +121.0% | +260.9% | -139.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling