+565.2%
A vs MDY
+1,059.5%
-494.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | -0.5% | +2.3% | -2.7% | -2.8% |
| 30D | 0.0% | +2.0% | -2.0% | -2.1% |
| 3M | +16.7% | -5.6% | +22.3% | +23.9% |
| 6M | +54.8% | +1.3% | +53.5% | +52.3% |
| YTD | +28.8% | +12.3% | +16.5% | +13.3% |
| 1Y | +19.3% | +15.8% | +3.5% | +1.6% |
| 3Y | +65.5% | +56.5% | +9.0% | +1.6% |
| 5Y | +12.1% | +35.1% | -23.1% | -20.4% |
| 10Y | +305.4% | +167.4% | +138.0% | +23.3% |
| All | +565.2% | +1,059.5% | -494.2% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling