+51.2%
MDY vs ALHC
+141.7%
-90.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -3.1% | -6.3% | +3.2% | -2.9% |
| 3M | +1.8% | -12.3% | +14.1% | +1.9% |
| 6M | +10.8% | -27.0% | +37.8% | +11.6% |
| YTD | +14.4% | -31.8% | +46.3% | +15.5% |
| 1Y | +15.2% | -17.0% | +32.2% | +15.2% |
| 3Y | +51.2% | +159.8% | -108.7% | +36.6% |
| All | +51.2% | +141.7% | -90.5% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling