+46.0%
MDY vs ALM
+958.0%
-912.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -0.9% |
| 7D | -0.8% | +3.6% | -4.4% | -1.0% |
| 30D | -3.9% | +33.8% | -37.7% | -5.3% |
| 3M | 0.0% | +14.8% | -14.8% | -1.1% |
| 6M | +8.5% | -7.0% | +15.5% | +7.8% |
| YTD | +13.2% | +108.1% | -94.8% | +8.7% |
| 1Y | +15.0% | +313.8% | -298.7% | +7.2% |
| 3Y | +49.6% | +2,227.6% | -2,178.0% | +25.8% |
| 5Y | +46.0% | +956.6% | -910.6% | +26.0% |
| All | +46.0% | +958.0% | -912.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling