+86.0%
CAPR vs MDY
+47.1%
+38.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.0% |
| 7D | -9.5% | +1.0% | -10.5% | -10.4% |
| 30D | +121.5% | -3.1% | +124.6% | +129.0% |
| 3M | -65.4% | +1.8% | -67.2% | -66.3% |
| 6M | -67.5% | +10.8% | -78.3% | -70.9% |
| YTD | -68.6% | +14.4% | -83.0% | -72.8% |
| 1Y | +42.7% | +15.2% | +27.5% | +23.0% |
| 3Y | +43.4% | +51.2% | -7.8% | +0.6% |
| 5Y | +86.0% | +47.2% | +38.8% | +27.3% |
| All | +86.0% | +47.1% | +38.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling