+3,347.1%
ALL vs MDY
+2,662.7%
+684.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -1.5% | -1.5% | 0.0% | -0.5% |
| 3M | +23.6% | +0.8% | +22.9% | +22.0% |
| 6M | +22.3% | +7.4% | +14.9% | +14.3% |
| YTD | +26.5% | +15.2% | +11.3% | +11.4% |
| 1Y | +27.0% | +16.5% | +10.5% | +10.5% |
| 3Y | +149.6% | +46.8% | +102.8% | +75.2% |
| 5Y | +118.1% | +46.0% | +72.0% | +50.3% |
| 10Y | +369.0% | +172.1% | +196.9% | +86.4% |
| All | +3,347.1% | +2,662.7% | +684.4% | +94.5% |
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