+9.6%
MDT vs ALM
+15.4%
-5.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.9% |
| 3M | +13.0% | -38.6% | +51.6% | +13.3% |
| 6M | +38.7% | -61.0% | +99.7% | +41.2% |
| YTD | +8.5% | -7.4% | +15.9% | +7.2% |
| All | +9.6% | +15.4% | -5.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling