+163.6%
MDY vs ALM
+1,942.8%
-1,779.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | +3.0% | -4.0% | +7.1% | +3.2% |
| 30D | +0.8% | -30.5% | +31.3% | +2.0% |
| 3M | -5.1% | -46.9% | +41.8% | -3.3% |
| 6M | +1.2% | -65.5% | +66.7% | +4.3% |
| YTD | +12.5% | -13.4% | +25.9% | +12.2% |
| 1Y | +13.8% | +9.8% | +4.0% | +12.5% |
| 3Y | +56.4% | +783.1% | -726.7% | +43.0% |
| 5Y | +35.3% | +378.3% | -343.0% | +24.5% |
| All | +163.6% | +1,942.8% | -1,779.3% | +137.0% |
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