+38.4%
AR vs MDY
+177.2%
-138.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.8% |
| 7D | -2.5% | -1.9% | -0.6% | -0.4% |
| 30D | +2.5% | -4.6% | +7.2% | +8.0% |
| 3M | +12.3% | -1.2% | +13.5% | +13.1% |
| 6M | -3.1% | +9.2% | -12.3% | -15.0% |
| YTD | +11.5% | +13.1% | -1.5% | -6.9% |
| 1Y | +17.0% | +13.0% | +4.0% | -2.2% |
| 3Y | +47.3% | +49.2% | -1.9% | -13.6% |
| 5Y | +141.2% | +47.2% | +94.0% | +44.9% |
| All | +38.4% | +177.2% | -138.7% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling