+19.9%
MDT vs ALLY
+4.2%
+15.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.4% | +5.4% |
| 7D | +10.7% | +2.4% | +8.4% | +10.2% |
| 30D | +19.3% | +5.6% | +13.7% | +18.2% |
| 3M | +22.8% | -11.7% | +34.5% | +24.6% |
| 6M | +36.4% | -7.0% | +43.4% | +37.5% |
| YTD | +12.1% | -10.4% | +22.5% | +14.1% |
| 1Y | +19.9% | +2.4% | +17.6% | +18.3% |
| All | +19.9% | +4.2% | +15.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling