+274.6%
MDY vs ALM
+3,525.2%
-3,250.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | +0.2% | -7.2% | +7.4% | +0.2% |
| 30D | +2.1% | -26.4% | +28.5% | +2.2% |
| 3M | -3.6% | -38.6% | +35.0% | -3.5% |
| 6M | +1.7% | -61.0% | +62.7% | +1.9% |
| YTD | +13.8% | -7.4% | +21.2% | +13.8% |
| 1Y | +15.5% | +14.0% | +1.6% | +15.4% |
| 3Y | +58.3% | +844.4% | -786.1% | +57.3% |
| 5Y | +37.4% | +410.8% | -373.4% | +36.6% |
| 10Y | +171.0% | +2,084.7% | -1,913.8% | +168.7% |
| All | +274.6% | +3,525.2% | -3,250.6% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling