+124.7%
MDT vs ALLY
+124.8%
-0.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +3.7% | -0.5% | +2.3% |
| 30D | +9.5% | -2.3% | +11.8% | +10.1% |
| 3M | +16.0% | +3.8% | +12.1% | +14.7% |
| 6M | +0.2% | +9.7% | -9.5% | -2.5% |
| YTD | -0.3% | -1.4% | +1.1% | -0.6% |
| 1Y | +4.7% | +8.2% | -3.5% | +1.6% |
| 3Y | +26.5% | +66.5% | -39.9% | +5.9% |
| 5Y | -18.2% | +1.2% | -19.4% | -24.4% |
| 10Y | +40.0% | +191.4% | -151.4% | -13.0% |
| All | +124.7% | +124.8% | -0.2% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling