+606.1%
COST vs MDY
+177.2%
+428.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.2% | -1.9% | +0.7% | -0.4% |
| 30D | -4.7% | -4.6% | -0.1% | -2.7% |
| 3M | -7.1% | -1.2% | -5.9% | -6.8% |
| 6M | -8.5% | +9.2% | -17.7% | -12.7% |
| YTD | +5.4% | +13.1% | -7.7% | -1.2% |
| 1Y | -5.6% | +13.0% | -18.6% | -11.7% |
| 3Y | +68.5% | +49.2% | +19.3% | +35.6% |
| 5Y | +105.2% | +47.2% | +58.0% | +65.2% |
| All | +606.1% | +177.2% | +428.9% | +323.2% |
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