+183.7%
B vs MDY
+2,662.7%
-2,479.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | -1.5% | +10.9% | +10.0% |
| 3M | +5.0% | +0.8% | +4.2% | +4.9% |
| 6M | -3.5% | +7.4% | -11.0% | -5.4% |
| YTD | +4.5% | +15.2% | -10.7% | +0.4% |
| 1Y | +67.8% | +16.5% | +51.2% | +60.8% |
| 3Y | +196.7% | +46.8% | +149.9% | +164.5% |
| 5Y | +151.9% | +46.0% | +105.9% | +123.0% |
| 10Y | +202.2% | +172.1% | +30.1% | +115.3% |
| All | +183.7% | +2,662.7% | -2,479.0% | +24.2% |
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 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