+1.2%
MDY vs ALM
-63.0%
+64.1%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.6% |
| 7D | +3.0% | -4.0% | +7.1% | +3.4% |
| 30D | +0.8% | -30.5% | +31.3% | +3.4% |
| 3M | -5.1% | -46.9% | +41.8% | -1.4% |
| 6M | +1.2% | -65.5% | +66.7% | +8.0% |
| All | +1.2% | -63.0% | +64.1% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling