-99.8%
BIYA vs MDY
+28.4%
-128.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.0% |
| 30D | -17.5% | -4.6% | -12.8% | -15.8% |
| 3M | -78.0% | -1.2% | -76.8% | -78.0% |
| 6M | -89.5% | +9.2% | -98.7% | -90.2% |
| YTD | -94.3% | +13.1% | -107.3% | -94.9% |
| 1Y | -98.6% | +13.0% | -111.6% | -98.7% |
| All | -99.8% | +28.4% | -128.2% | -99.8% |
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