+23.3%
MDT vs ALNY
+23.4%
0.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| YTD | -3.7% | -37.5% | +33.8% | -1.3% |
| 1Y | -0.4% | -46.9% | +46.6% | +3.0% |
| 3Y | +23.3% | +22.1% | +1.3% | +18.0% |
| All | +23.3% | +23.4% | 0.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling