+39.7%
CL vs MDY
+57.1%
-17.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +1.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +11.6% | +1.3% | +10.3% | +11.5% |
| 3M | +5.6% | -4.1% | +9.7% | +5.8% |
| 6M | +13.2% | +1.0% | +12.2% | +13.0% |
| YTD | +26.9% | +13.3% | +13.6% | +25.5% |
| 1Y | +27.3% | +15.7% | +11.6% | +25.7% |
| 3Y | +39.7% | +59.6% | -19.8% | +32.7% |
| All | +39.7% | +57.1% | -17.4% | +32.7% |
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