+198.7%
B vs MDY
+51.1%
+147.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +1.6% |
| 30D | +1.4% | -3.1% | +4.5% | +3.6% |
| 3M | +12.2% | +1.8% | +10.4% | +11.1% |
| 6M | -2.1% | +10.8% | -12.9% | -7.5% |
| YTD | +2.9% | +14.4% | -11.5% | -4.2% |
| 1Y | +55.3% | +15.2% | +40.1% | +44.0% |
| 3Y | +198.7% | +51.2% | +147.5% | +135.9% |
| All | +198.7% | +51.1% | +147.6% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling