-27.6%
AR vs MDY
+252.9%
-280.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +1.1% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +4.8% | +1.0% | +3.9% | +3.4% |
| 3M | +1.5% | -4.1% | +5.6% | +5.9% |
| 6M | +4.7% | +0.6% | +4.1% | +2.2% |
| YTD | +9.2% | +12.9% | -3.7% | -8.7% |
| 1Y | +11.2% | +14.6% | -3.4% | -8.8% |
| 3Y | +46.2% | +57.1% | -10.8% | -18.6% |
| 5Y | +98.1% | +37.1% | +61.0% | +31.0% |
| 10Y | +54.5% | +171.5% | -117.0% | -49.4% |
| All | -27.6% | +252.9% | -280.6% | -79.9% |
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