+19.7%
COMP vs MDY
+12.3%
+7.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +9.3% |
| 7D | +13.4% | -1.7% | +15.1% | +18.3% |
| 30D | +11.1% | -0.9% | +12.0% | +14.3% |
| 3M | -18.8% | -5.7% | -13.1% | -6.7% |
| 6M | +10.5% | -2.9% | +13.4% | +19.2% |
| YTD | -3.4% | +9.8% | -13.3% | -9.6% |
| 1Y | +19.7% | +13.5% | +6.2% | +8.1% |
| All | +19.7% | +12.3% | +7.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling