+40.6%
MDT vs ALLY
+178.1%
-137.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +2.8% | -4.5% | +7.2% | +3.9% |
| 3M | +13.1% | -2.8% | +15.9% | +13.7% |
| 6M | +2.3% | +10.3% | -8.0% | -0.6% |
| YTD | -2.7% | -5.7% | +3.0% | -2.0% |
| 1Y | +0.9% | +3.9% | -3.1% | -1.2% |
| 3Y | +26.8% | +64.7% | -37.9% | +5.8% |
| 5Y | -19.5% | -2.6% | -16.9% | -24.8% |
| 10Y | +40.6% | +186.0% | -145.4% | -8.0% |
| All | +40.6% | +178.1% | -137.5% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling