+201.1%
MDT vs ALNY
+3,957.5%
-3,756.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | -1.6% | -6.4% | +4.8% | -1.0% |
| 30D | +1.0% | +11.9% | -10.9% | -0.1% |
| 3M | +15.2% | -15.0% | +30.2% | +16.3% |
| 6M | +3.7% | -23.2% | +26.9% | +5.6% |
| YTD | -3.0% | -37.8% | +34.8% | +0.6% |
| 1Y | +2.5% | -47.3% | +49.7% | +7.8% |
| 3Y | +26.5% | +22.9% | +3.6% | +20.4% |
| 5Y | -18.3% | +30.6% | -48.9% | -24.5% |
| 10Y | +40.2% | +254.6% | -214.5% | +9.1% |
| All | +201.1% | +3,957.5% | -3,756.4% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling