+37.4%
MDY vs ALM
+456.2%
-418.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +0.2% | -7.2% | +7.4% | +0.5% |
| 30D | +2.1% | -26.4% | +28.5% | +3.5% |
| 3M | -3.6% | -38.6% | +35.0% | -1.8% |
| 6M | +1.7% | -61.0% | +62.7% | +5.2% |
| YTD | +13.8% | -7.4% | +21.2% | +13.3% |
| 1Y | +15.5% | +14.0% | +1.6% | +13.9% |
| 3Y | +58.3% | +844.4% | -786.1% | +39.5% |
| 5Y | +37.4% | +410.8% | -373.4% | +22.9% |
| All | +37.4% | +456.2% | -418.8% | +22.9% |
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