+47.2%
CAPR vs MDY
+17.5%
+29.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.2% |
| 7D | +43.2% | +1.7% | +41.5% | +39.8% |
| 30D | +14.7% | +1.2% | +13.5% | +12.7% |
| 3M | +113.9% | -3.5% | +117.4% | +128.6% |
| 6M | -73.4% | +3.5% | -76.9% | -75.6% |
| YTD | -69.1% | +13.6% | -82.7% | -80.0% |
| 1Y | +47.2% | +17.1% | +30.1% | -27.2% |
| All | +47.2% | +17.5% | +29.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling