-24.2%
AR vs MDY
+260.0%
-284.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +14.8% | -1.5% | +16.3% | +16.5% |
| 3M | +6.2% | +0.8% | +5.5% | +4.4% |
| 6M | +4.3% | +7.4% | -3.1% | -6.5% |
| YTD | +14.4% | +15.2% | -0.8% | -6.1% |
| 1Y | +21.3% | +16.5% | +4.8% | -1.8% |
| 3Y | +39.8% | +46.8% | -7.0% | -15.0% |
| 5Y | +142.1% | +46.0% | +96.0% | +49.6% |
| 10Y | +52.0% | +172.1% | -120.0% | -50.3% |
| All | -24.2% | +260.0% | -284.2% | -79.4% |
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