+119.1%
ALL vs MDY
+56.8%
+62.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +5.0% | +2.3% | +2.8% | +4.5% |
| 30D | +13.3% | +2.0% | +11.3% | +12.8% |
| 3M | +3.2% | -5.6% | +8.8% | +4.5% |
| 6M | +25.3% | +1.3% | +24.1% | +24.3% |
| YTD | +30.5% | +12.3% | +18.1% | +24.7% |
| 1Y | +29.2% | +15.8% | +13.4% | +22.2% |
| 3Y | +119.1% | +56.5% | +62.6% | +99.2% |
| All | +119.1% | +56.8% | +62.3% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling