+2.6%
MDT vs ALLY
+5.0%
-2.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.4% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +6.0% | -3.3% | +9.3% | +6.5% |
| 3M | +15.5% | +0.5% | +15.1% | +15.5% |
| 6M | +3.4% | +12.6% | -9.2% | +1.8% |
| YTD | -2.2% | -4.7% | +2.5% | -1.2% |
| 1Y | +2.6% | +5.2% | -2.6% | +1.8% |
| All | +2.6% | +5.0% | -2.4% | +1.8% |
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