+153.8%
B vs MDY
+47.1%
+106.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.8% |
| 30D | +1.4% | -3.1% | +4.5% | +3.0% |
| 3M | +12.2% | +1.8% | +10.4% | +11.4% |
| 6M | -2.1% | +10.8% | -12.9% | -6.3% |
| YTD | +2.9% | +14.4% | -11.5% | -2.7% |
| 1Y | +55.3% | +15.2% | +40.1% | +46.5% |
| 3Y | +198.7% | +51.2% | +147.5% | +151.3% |
| 5Y | +153.8% | +47.2% | +106.5% | +107.3% |
| All | +153.8% | +47.1% | +106.6% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling