-25.5%
AR vs MDY
+251.0%
-276.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +7.4% | +2.3% | +5.1% | +4.6% |
| 30D | +5.8% | +2.0% | +3.8% | +2.9% |
| 3M | +5.2% | -5.6% | +10.9% | +11.6% |
| 6M | +5.4% | +1.3% | +4.2% | +2.0% |
| YTD | +12.4% | +12.3% | +0.1% | -5.6% |
| 1Y | +12.8% | +15.8% | -3.0% | -8.7% |
| 3Y | +47.2% | +56.5% | -9.3% | -17.9% |
| 5Y | +101.1% | +35.1% | +66.0% | +35.1% |
| 10Y | +57.6% | +167.4% | -109.8% | -47.7% |
| All | -25.5% | +251.0% | -276.6% | -79.3% |
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