-97.5%
CAPR vs MDY
+465.8%
-563.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.8% | +25.7% | +26.0% |
| 7D | +25.8% | +0.2% | +25.6% | +26.0% |
| 30D | +50.2% | +2.1% | +48.1% | +49.0% |
| 3M | +185.5% | -3.6% | +189.1% | +193.2% |
| 6M | -64.8% | +1.7% | -66.5% | -65.2% |
| YTD | -61.1% | +13.8% | -74.9% | -64.0% |
| 1Y | +81.0% | +15.5% | +65.4% | +66.3% |
| 3Y | +300.7% | +58.3% | +242.4% | +214.1% |
| 5Y | +223.3% | +37.4% | +185.9% | +172.1% |
| 10Y | -58.8% | +171.0% | -229.7% | -74.4% |
| All | -97.5% | +465.8% | -563.3% | -98.2% |
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 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