-2.6%
MDT vs ALM
+395.6%
-398.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -1.0% |
| 7D | +2.7% | -6.3% | +9.1% | +2.9% |
| 30D | +14.8% | -31.4% | +46.2% | +15.7% |
| 3M | +14.6% | -40.6% | +55.1% | +15.7% |
| 6M | +35.7% | -58.6% | +94.4% | +38.0% |
| YTD | +8.5% | -7.6% | +16.1% | +7.4% |
| 1Y | +13.3% | +13.8% | -0.6% | +11.4% |
| 3Y | +58.6% | +842.1% | -783.6% | +44.4% |
| 5Y | -2.6% | +407.4% | -410.0% | -10.2% |
| All | -2.6% | +395.6% | -398.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling