+476.0%
A vs MDY
+1,089.0%
-613.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.9% | +0.1% | -2.1% | -2.1% |
| 30D | +6.9% | -1.5% | +8.4% | +8.6% |
| 3M | +9.2% | +0.8% | +8.5% | +8.2% |
| 6M | +25.7% | +7.4% | +18.3% | +16.2% |
| YTD | +11.5% | +15.2% | -3.7% | -4.4% |
| 1Y | +18.4% | +16.5% | +1.8% | +0.2% |
| 3Y | +26.6% | +46.8% | -20.2% | -16.7% |
| 5Y | -12.8% | +46.0% | -58.8% | -43.1% |
| 10Y | +247.2% | +172.1% | +75.1% | +4.0% |
| All | +476.0% | +1,089.0% | -613.0% | -72.3% |
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