+208.1%
C vs MDY
+50.6%
+157.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.2% |
| 7D | -2.4% | -1.7% | -0.7% | -0.5% |
| 30D | -6.0% | -0.9% | -5.1% | -5.0% |
| 3M | -10.5% | -5.7% | -4.8% | -4.5% |
| 6M | -5.7% | -2.9% | -2.8% | -2.6% |
| YTD | +4.1% | +9.8% | -5.7% | -5.8% |
| 1Y | +20.5% | +13.5% | +7.0% | +5.2% |
| 3Y | +208.1% | +51.9% | +156.2% | +109.9% |
| All | +208.1% | +50.6% | +157.6% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling