+1,445.7%
D vs MDY
+2,617.6%
-1,171.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +10.7% | +1.3% | +9.4% | +10.0% |
| 3M | +2.3% | -4.1% | +6.4% | +3.9% |
| 6M | +12.5% | +1.0% | +11.5% | +11.7% |
| YTD | +20.1% | +13.3% | +6.8% | +13.4% |
| 1Y | +15.6% | +15.7% | -0.2% | +8.1% |
| 3Y | +75.2% | +59.6% | +15.6% | +41.5% |
| 5Y | +14.6% | +36.3% | -21.7% | -2.4% |
| 10Y | +43.8% | +173.6% | -129.9% | -11.4% |
| All | +1,445.7% | +2,617.6% | -1,171.9% | +337.8% |
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