+211.9%
B vs MDY
+170.4%
+41.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +9.5% | -3.9% | +13.4% | +11.0% |
| 3M | +14.3% | 0.0% | +14.4% | +14.5% |
| 6M | -1.9% | +8.5% | -10.4% | -4.0% |
| YTD | +4.1% | +13.2% | -9.1% | +0.6% |
| 1Y | +56.1% | +15.0% | +41.1% | +50.3% |
| 3Y | +202.0% | +49.6% | +152.4% | +170.2% |
| 5Y | +158.8% | +46.0% | +112.8% | +130.6% |
| 10Y | +211.9% | +176.4% | +35.5% | +135.1% |
| All | +211.9% | +170.4% | +41.5% | +135.1% |
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