+49.4%
MDY vs ALM
+2,150.5%
-2,101.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.9% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | -3.9% | +33.8% | -37.7% | -5.2% |
| 3M | 0.0% | +14.8% | -14.8% | -1.0% |
| 6M | +8.5% | -7.0% | +15.5% | +7.8% |
| YTD | +13.2% | +108.1% | -94.8% | +9.5% |
| 1Y | +15.0% | +313.8% | -298.7% | +8.7% |
| All | +49.4% | +2,150.5% | -2,101.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling