+66.9%
DD vs MDY
+177.2%
-110.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -3.5% | -1.9% | -1.6% | -1.6% |
| 30D | -11.7% | -4.6% | -7.0% | -7.1% |
| 3M | -9.2% | -1.2% | -8.0% | -8.1% |
| 6M | -7.2% | +9.2% | -16.4% | -15.1% |
| YTD | +6.6% | +13.1% | -6.4% | -5.8% |
| 1Y | +32.0% | +13.0% | +19.0% | +16.7% |
| 3Y | +42.1% | +49.2% | -7.1% | -5.7% |
| 5Y | +58.1% | +47.2% | +10.8% | +6.3% |
| All | +66.9% | +177.2% | -110.3% | -33.8% |
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 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