+70.1%
MDT vs ALM
+2,100.8%
-2,030.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.9% | +1.7% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +9.2% | -19.3% | +28.5% | +9.6% |
| 3M | +14.5% | -40.6% | +55.1% | +15.5% |
| 6M | +37.3% | -57.9% | +95.2% | +39.2% |
| YTD | +9.8% | -6.7% | +16.5% | +9.1% |
| 1Y | +10.5% | +20.2% | -9.6% | +9.1% |
| 3Y | +57.4% | +879.4% | -822.0% | +47.0% |
| 5Y | +1.2% | +415.3% | -414.1% | -5.1% |
| All | +70.1% | +2,100.8% | -2,030.7% | +60.1% |
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