+668.0%
BE vs MDY
+106.4%
+561.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.7% |
| 7D | +10.8% | +2.3% | +8.6% | +7.1% |
| 30D | -19.8% | +2.0% | -21.8% | -21.1% |
| 3M | -18.7% | -5.6% | -13.1% | -7.6% |
| 6M | -33.7% | +1.3% | -35.0% | -31.8% |
| YTD | +121.0% | +12.3% | +108.6% | +93.7% |
| 1Y | +85.4% | +15.8% | +69.6% | +55.5% |
| 3Y | +1,709.5% | +56.5% | +1,653.0% | +858.7% |
| 5Y | +462.2% | +35.1% | +427.1% | +316.7% |
| All | +668.0% | +106.4% | +561.6% | +172.2% |
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