+43.2%
DD vs MDY
+48.7%
-5.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.4% |
| 7D | -3.8% | -0.8% | -3.0% | -3.0% |
| 30D | -9.2% | -3.9% | -5.4% | -5.2% |
| 3M | -9.0% | 0.0% | -8.9% | -9.0% |
| 6M | -5.0% | +8.5% | -13.5% | -12.8% |
| YTD | +7.4% | +13.2% | -5.8% | -5.6% |
| 1Y | +35.1% | +15.0% | +20.1% | +16.9% |
| All | +43.2% | +48.7% | -5.5% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling