+672.3%
AU vs MDY
+177.2%
+495.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.3% | -1.9% | -2.4% | -3.6% |
| 30D | +7.3% | -4.6% | +12.0% | +9.1% |
| 3M | +26.3% | -1.2% | +27.6% | +27.0% |
| 6M | +1.8% | +9.2% | -7.4% | -0.5% |
| YTD | +26.8% | +13.1% | +13.8% | +22.9% |
| 1Y | +66.7% | +13.0% | +53.7% | +61.6% |
| 3Y | +579.1% | +49.2% | +529.9% | +506.8% |
| 5Y | +689.3% | +47.2% | +642.1% | +599.3% |
| All | +672.3% | +177.2% | +495.1% | +479.2% |
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