-46.7%
COMP vs MDY
+52.8%
-99.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -2.0% |
| 7D | +4.1% | +1.0% | +3.0% | +2.1% |
| 30D | -14.5% | -3.1% | -11.4% | -8.9% |
| 3M | +41.8% | +1.8% | +40.0% | +37.7% |
| 6M | +23.6% | +10.8% | +12.8% | +4.0% |
| YTD | +1.7% | +14.4% | -12.7% | -19.1% |
| 1Y | +12.6% | +15.2% | -2.6% | -12.2% |
| 3Y | +221.9% | +51.2% | +170.7% | +42.8% |
| 5Y | -28.1% | +47.2% | -75.4% | -63.4% |
| All | -46.7% | +52.8% | -99.4% | -73.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling