-99.8%
BIYA vs MDY
+30.8%
-130.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -21.0% | -1.5% | -19.5% | -20.4% |
| 3M | -74.3% | +0.8% | -75.1% | -74.5% |
| 6M | -84.6% | +7.4% | -92.0% | -85.4% |
| YTD | -94.2% | +15.2% | -109.4% | -94.9% |
| 1Y | -98.2% | +16.5% | -114.8% | -98.5% |
| All | -99.8% | +30.8% | -130.6% | -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 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