+143.3%
MDT vs ALLE
+339.1%
-195.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.1% |
| 7D | +3.5% | -0.6% | +4.2% | +3.8% |
| 30D | +16.2% | +26.6% | -10.4% | +5.6% |
| 3M | +18.9% | +13.2% | +5.7% | +12.9% |
| 6M | +37.3% | +42.9% | -5.6% | +18.1% |
| YTD | +9.7% | +21.0% | -11.3% | +0.4% |
| 1Y | +15.2% | +15.2% | 0.0% | +7.5% |
| 3Y | +61.8% | +95.6% | -33.8% | +18.8% |
| 5Y | -1.4% | +53.4% | -54.8% | -21.6% |
| 10Y | +61.6% | +221.5% | -159.9% | -6.1% |
| All | +143.3% | +339.1% | -195.9% | +25.5% |
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