-18.2%
MDT vs ALLY
+1.6%
-19.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +3.7% | -0.5% | +2.6% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | +16.0% | +3.8% | +12.1% | +15.1% |
| 6M | +0.2% | +9.7% | -9.5% | -1.7% |
| YTD | -0.3% | -1.4% | +1.1% | -0.5% |
| 1Y | +4.7% | +8.2% | -3.5% | +2.6% |
| 3Y | +26.5% | +66.5% | -39.9% | +11.1% |
| All | -18.2% | +1.6% | -19.8% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling