+851.5%
DE vs MDY
+177.2%
+674.3%
-37.9%
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 | -2.6% | -1.9% | -0.7% | -0.9% |
| 30D | +9.0% | -4.6% | +13.7% | +13.7% |
| 3M | +19.1% | -1.2% | +20.4% | +20.5% |
| 6M | +14.4% | +9.2% | +5.2% | +5.5% |
| YTD | +45.9% | +13.1% | +32.9% | +30.4% |
| 1Y | +43.6% | +13.0% | +30.6% | +27.9% |
| 3Y | +75.9% | +49.2% | +26.7% | +19.5% |
| 5Y | +98.8% | +47.2% | +51.5% | +34.5% |
| All | +851.5% | +177.2% | +674.3% | +274.2% |
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 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