+163.2%
MDT vs ALM
+3,289.7%
-3,126.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.6% |
| 7D | -3.7% | -4.0% | +0.4% | -3.7% |
| 30D | +8.6% | -30.5% | +39.1% | +8.6% |
| 3M | +12.2% | -46.9% | +59.1% | +12.3% |
| 6M | +33.7% | -65.5% | +99.2% | +33.9% |
| YTD | +7.8% | -13.4% | +21.2% | +7.8% |
| 1Y | +8.9% | +9.8% | -0.9% | +8.8% |
| 3Y | +57.6% | +783.1% | -725.5% | +57.0% |
| 5Y | -0.7% | +378.3% | -379.0% | -1.1% |
| 10Y | +60.3% | +1,942.8% | -1,882.6% | +59.5% |
| All | +163.2% | +3,289.7% | -3,126.5% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling