+216.8%
CAPR vs MDY
+58.3%
+158.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.5% |
| 7D | +7.6% | 0.0% | +7.6% | +7.9% |
| 30D | +13.3% | +1.0% | +12.3% | +12.7% |
| 3M | +130.4% | -4.1% | +134.5% | +143.9% |
| 6M | -70.8% | +0.6% | -71.5% | -71.3% |
| YTD | -69.3% | +12.9% | -82.2% | -74.1% |
| 1Y | +59.5% | +14.6% | +44.9% | +32.8% |
| 3Y | +216.8% | +57.1% | +159.7% | +97.1% |
| All | +216.8% | +58.3% | +158.5% | +97.1% |
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