+116.1%
ALL vs MDY
+45.8%
+70.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -2.2% | -0.8% | -1.5% | -1.9% |
| 30D | -5.6% | -3.9% | -1.7% | -4.0% |
| 3M | +17.2% | 0.0% | +17.3% | +16.9% |
| 6M | +23.2% | +8.5% | +14.7% | +17.8% |
| YTD | +23.6% | +13.2% | +10.4% | +15.3% |
| 1Y | +29.2% | +15.0% | +14.1% | +19.4% |
| 3Y | +153.8% | +49.6% | +104.3% | +99.1% |
| 5Y | +116.1% | +46.0% | +70.1% | +68.2% |
| All | +116.1% | +45.8% | +70.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling