+18,945.6%
COST vs MDY
+2,615.3%
+16,330.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | -5.3% | -3.9% | -1.4% | -3.0% |
| 3M | -6.7% | 0.0% | -6.6% | -6.9% |
| 6M | -9.9% | +8.5% | -18.5% | -15.1% |
| YTD | +5.1% | +13.2% | -8.1% | -3.6% |
| 1Y | -7.3% | +15.0% | -22.3% | -16.1% |
| 3Y | +70.4% | +49.6% | +20.8% | +28.1% |
| 5Y | +104.4% | +46.0% | +58.4% | +54.7% |
| 10Y | +609.0% | +176.4% | +432.6% | +231.6% |
| All | +18,945.6% | +2,615.3% | +16,330.4% | +1,316.0% |
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