+6.5%
D vs MDY
+47.1%
-40.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +0.8% | +1.0% | -0.3% | +0.4% |
| 30D | -0.7% | -3.1% | +2.4% | +0.3% |
| 3M | +2.1% | +1.8% | +0.3% | +1.4% |
| 6M | +6.8% | +10.8% | -4.0% | +2.9% |
| YTD | +16.5% | +14.4% | +2.1% | +10.8% |
| 1Y | +19.2% | +15.2% | +4.0% | +12.8% |
| 3Y | +61.9% | +51.2% | +10.7% | +35.8% |
| 5Y | +6.5% | +47.2% | -40.7% | -12.1% |
| All | +6.5% | +47.1% | -40.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling