+163.2%
MDY vs ALM
+2,100.8%
-1,937.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.4% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +2.0% | -19.3% | +21.3% | +2.7% |
| 3M | -5.6% | -40.6% | +35.0% | -4.2% |
| 6M | +1.3% | -57.9% | +59.2% | +3.7% |
| YTD | +12.3% | -6.7% | +19.0% | +11.8% |
| 1Y | +15.8% | +20.2% | -4.4% | +14.2% |
| 3Y | +56.5% | +879.4% | -822.9% | +42.6% |
| 5Y | +35.1% | +415.3% | -380.1% | +24.0% |
| All | +163.2% | +2,100.8% | -1,937.6% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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