+164.8%
MDT vs ALM
+3,516.3%
-3,351.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -1.2% |
| 7D | +2.7% | -6.3% | +9.1% | +2.7% |
| 30D | +14.8% | -31.4% | +46.2% | +14.9% |
| 3M | +14.6% | -40.6% | +55.1% | +14.6% |
| 6M | +35.7% | -58.6% | +94.4% | +35.9% |
| YTD | +8.5% | -7.6% | +16.1% | +8.4% |
| 1Y | +13.3% | +13.8% | -0.6% | +13.2% |
| 3Y | +58.6% | +842.1% | -783.6% | +57.9% |
| 5Y | -2.6% | +407.4% | -410.0% | -3.0% |
| 10Y | +60.0% | +2,079.4% | -2,019.4% | +59.2% |
| All | +164.8% | +3,516.3% | -3,351.5% | +162.7% |
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 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