+759.8%
DD vs MDY
+2,662.7%
-1,902.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.2% |
| 7D | -3.5% | +0.1% | -3.7% | -3.6% |
| 30D | -10.3% | -1.5% | -8.8% | -9.0% |
| 3M | -7.5% | +0.8% | -8.3% | -8.2% |
| 6M | -8.0% | +7.4% | -15.4% | -13.7% |
| YTD | +10.5% | +15.2% | -4.7% | -2.9% |
| 1Y | +38.3% | +16.5% | +21.7% | +20.3% |
| 3Y | +42.5% | +46.8% | -4.3% | +0.4% |
| 5Y | +60.2% | +46.0% | +14.1% | +13.8% |
| 10Y | +68.9% | +172.1% | -103.2% | -31.2% |
| All | +759.8% | +2,662.7% | -1,902.9% | -11.4% |
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