+143.7%
AR vs MDY
+45.8%
+97.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.5% |
| 30D | +5.5% | -3.9% | +9.4% | +9.4% |
| 3M | +12.9% | 0.0% | +12.9% | +12.0% |
| 6M | +0.1% | +8.5% | -8.5% | -9.9% |
| YTD | +13.5% | +13.2% | +0.3% | -3.0% |
| 1Y | +21.6% | +15.0% | +6.5% | +2.0% |
| 3Y | +46.0% | +49.6% | -3.6% | -9.6% |
| 5Y | +143.7% | +46.0% | +97.7% | +56.9% |
| All | +143.7% | +45.8% | +97.9% | +56.9% |
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 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