-19.5%
MDT vs ALM
+958.0%
-977.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -0.3% | +3.6% | -3.9% | -0.4% |
| 30D | +2.8% | +33.8% | -31.0% | +1.9% |
| 3M | +13.1% | +14.8% | -1.7% | +12.4% |
| 6M | +2.3% | -7.0% | +9.3% | +2.0% |
| YTD | -2.7% | +108.1% | -110.7% | -5.4% |
| 1Y | +0.9% | +313.8% | -312.9% | -4.1% |
| 3Y | +26.8% | +2,227.6% | -2,200.8% | +12.4% |
| 5Y | -19.5% | +956.6% | -976.1% | -26.5% |
| All | -19.5% | +958.0% | -977.5% | -26.5% |
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