+37.0%
MDT vs ALNY
+260.0%
-223.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | -6.5% | +3.1% | -2.9% |
| 30D | +0.2% | +11.0% | -10.8% | -0.7% |
| 3M | +14.3% | -14.1% | +28.3% | +15.0% |
| 6M | +4.0% | -22.4% | +26.4% | +5.5% |
| YTD | -3.7% | -37.5% | +33.8% | -0.8% |
| 1Y | -0.4% | -46.9% | +46.6% | +3.9% |
| 3Y | +23.3% | +22.1% | +1.3% | +18.6% |
| 5Y | -18.9% | +31.2% | -50.1% | -23.9% |
| All | +37.0% | +260.0% | -223.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling