+49.6%
MDY vs ALHC
-33.0%
+82.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.8% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -5.0% | -3.3% | -1.7% | -4.8% |
| 3M | +0.5% | -37.9% | +38.4% | +3.7% |
| 6M | +8.0% | -29.5% | +37.5% | +9.6% |
| YTD | +12.2% | -35.4% | +47.5% | +14.5% |
| 1Y | +14.0% | -22.4% | +36.4% | +14.4% |
| 3Y | +48.2% | +146.3% | -98.2% | +27.5% |
| 5Y | +46.1% | -32.0% | +78.1% | +34.7% |
| All | +49.6% | -33.0% | +82.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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