-97.9%
CAPR vs MDY
+472.6%
-570.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +139.2% | -1.5% | +140.7% | +141.5% |
| 3M | -66.4% | +0.8% | -67.1% | -66.7% |
| 6M | -63.1% | +7.4% | -70.6% | -64.8% |
| YTD | -67.4% | +15.2% | -82.6% | -70.2% |
| 1Y | +58.2% | +16.5% | +41.7% | +44.2% |
| 3Y | +42.2% | +46.8% | -4.6% | +15.8% |
| 5Y | +87.3% | +46.0% | +41.2% | +52.0% |
| 10Y | -75.3% | +172.1% | -247.3% | -84.8% |
| All | -97.9% | +472.6% | -570.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling