-44.8%
COMP vs MDY
+53.8%
-98.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | -13.3% | -1.5% | -11.8% | -10.7% |
| 3M | +41.1% | +0.8% | +40.4% | +39.8% |
| 6M | +17.2% | +7.4% | +9.8% | +4.8% |
| YTD | +5.2% | +15.2% | -10.0% | -17.4% |
| 1Y | +18.9% | +16.5% | +2.4% | -9.4% |
| 3Y | +215.9% | +46.8% | +169.1% | +49.3% |
| 5Y | -31.2% | +46.0% | -77.2% | -65.0% |
| All | -44.8% | +53.8% | -98.6% | -72.6% |
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