+3,441.6%
ALL vs MDY
+2,597.3%
+844.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | 0.0% | +3.0% | -3.0% | -2.4% |
| 30D | +12.8% | +0.8% | +12.0% | +11.8% |
| 3M | +4.7% | -5.1% | +9.8% | +8.6% |
| 6M | +24.9% | +1.2% | +23.8% | +22.4% |
| YTD | +30.0% | +12.5% | +17.5% | +16.2% |
| 1Y | +29.9% | +13.8% | +16.2% | +15.0% |
| 3Y | +117.5% | +56.4% | +61.1% | +44.4% |
| 5Y | +161.7% | +35.3% | +126.4% | +91.4% |
| 10Y | +377.1% | +167.7% | +209.3% | +91.6% |
| All | +3,441.6% | +2,597.3% | +844.3% | +102.9% |
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