-77.3%
CAPR vs MDY
+170.4%
-247.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -3.4% |
| 7D | -12.6% | -0.8% | -11.9% | -11.9% |
| 30D | +124.4% | -3.9% | +128.3% | +135.3% |
| 3M | -66.8% | 0.0% | -66.7% | -67.2% |
| 6M | -71.8% | +8.5% | -80.3% | -74.6% |
| YTD | -70.1% | +13.2% | -83.3% | -74.4% |
| 1Y | +33.3% | +15.0% | +18.3% | +12.2% |
| 3Y | +36.7% | +49.6% | -12.9% | -13.2% |
| 5Y | +72.5% | +46.0% | +26.4% | +8.2% |
| 10Y | -77.3% | +176.4% | -253.6% | -93.9% |
| All | -77.3% | +170.4% | -247.7% | -93.9% |
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 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