+1,448.7%
D vs MDY
+2,608.4%
-1,159.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +10.9% | +1.0% | +10.0% | +10.3% |
| 3M | +2.8% | -4.1% | +7.0% | +4.5% |
| 6M | +12.7% | +0.6% | +12.1% | +12.1% |
| YTD | +20.3% | +12.9% | +7.4% | +13.8% |
| 1Y | +17.1% | +14.6% | +2.5% | +10.0% |
| 3Y | +75.1% | +57.1% | +18.1% | +42.4% |
| 5Y | +13.1% | +37.1% | -23.9% | -3.8% |
| 10Y | +48.3% | +171.5% | -123.2% | -8.4% |
| All | +1,448.7% | +2,608.4% | -1,159.7% | +339.3% |
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