+68.1%
MDT vs ALM
+2,084.7%
-2,016.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.2% | -7.2% | +4.0% | -3.1% |
| 30D | +10.5% | -26.4% | +36.9% | +11.1% |
| 3M | +13.0% | -38.6% | +51.6% | +13.8% |
| 6M | +38.7% | -61.0% | +99.7% | +40.8% |
| YTD | +8.5% | -7.4% | +15.9% | +7.8% |
| 1Y | +10.0% | +14.0% | -3.9% | +8.7% |
| 3Y | +58.6% | +844.4% | -785.8% | +48.2% |
| 5Y | -0.3% | +410.8% | -411.1% | -6.4% |
| All | +68.1% | +2,084.7% | -2,016.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling