+144.9%
MDT vs ALLY
+98.1%
+46.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | +5.4% | +0.9% | +4.5% | +5.3% |
| 30D | +19.1% | +3.1% | +16.0% | +18.2% |
| 3M | +19.5% | -12.6% | +32.0% | +23.5% |
| 6M | +33.5% | -12.4% | +45.9% | +37.6% |
| YTD | +8.7% | -13.2% | +21.8% | +11.8% |
| 1Y | +16.8% | +1.8% | +15.0% | +15.2% |
| 3Y | +53.0% | +58.0% | -5.0% | +29.7% |
| 5Y | -2.9% | -8.4% | +5.6% | -7.7% |
| 10Y | +61.4% | +195.3% | -133.8% | +0.3% |
| All | +144.9% | +98.1% | +46.8% | +66.4% |
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