+10.5%
MDT vs ALLY
-1.0%
+11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +1.0% | +0.4% | +0.7% | +1.0% |
| 30D | +9.2% | +5.2% | +3.9% | +8.4% |
| 3M | +14.5% | -13.3% | +27.8% | +16.6% |
| 6M | +37.3% | -6.7% | +44.0% | +38.6% |
| YTD | +9.8% | -12.8% | +22.7% | +12.3% |
| 1Y | +10.5% | +0.7% | +9.9% | +9.8% |
| All | +10.5% | -1.0% | +11.6% | +9.8% |
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