-49.3%
COMP vs MDY
+46.6%
-96.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +9.5% |
| 7D | +13.4% | -1.7% | +15.1% | +17.7% |
| 30D | +11.1% | -0.9% | +12.0% | +14.0% |
| 3M | -18.8% | -5.7% | -13.1% | -8.0% |
| 6M | +10.5% | -2.9% | +13.4% | +19.0% |
| YTD | -3.4% | +9.8% | -13.3% | -16.0% |
| 1Y | +19.7% | +13.5% | +6.2% | -2.8% |
| 3Y | +381.6% | +51.9% | +329.7% | +109.8% |
| 5Y | -17.6% | +32.0% | -49.6% | -51.4% |
| All | -49.3% | +46.6% | -96.0% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling