+143.4%
MDT vs ALM
+7,705.7%
-7,562.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.2% |
| 7D | +3.2% | -2.6% | +5.8% | +3.2% |
| 30D | +9.5% | +32.0% | -22.5% | +9.5% |
| 3M | +16.0% | -15.0% | +31.0% | +16.0% |
| 6M | +0.2% | -10.1% | +10.3% | +0.2% |
| YTD | -0.3% | +99.4% | -99.7% | -0.4% |
| 1Y | +4.7% | +316.4% | -311.6% | +4.4% |
| 3Y | +26.5% | +2,022.0% | -1,995.4% | +25.9% |
| 5Y | -18.2% | +941.2% | -959.4% | -18.6% |
| 10Y | +40.0% | +2,950.3% | -2,910.3% | +39.2% |
| All | +143.4% | +7,705.7% | -7,562.3% | +141.3% |
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