+238.4%
A vs MDY
+175.0%
+63.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | -4.6% | -2.5% | -2.1% | -2.5% |
| 30D | -4.3% | -5.0% | +0.8% | -0.1% |
| 3M | +8.9% | +0.5% | +8.5% | +8.5% |
| 6M | +24.5% | +8.0% | +16.5% | +16.9% |
| YTD | +5.8% | +12.2% | -6.3% | -3.8% |
| 1Y | +16.2% | +14.0% | +2.2% | +4.3% |
| 3Y | +28.5% | +48.2% | -19.7% | -6.3% |
| 5Y | -16.3% | +46.1% | -62.4% | -38.4% |
| All | +238.4% | +175.0% | +63.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling