+99.6%
DE vs MDY
+46.3%
+53.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -2.6% | -1.9% | -0.7% | -1.1% |
| 30D | +9.0% | -4.6% | +13.7% | +13.1% |
| 3M | +19.1% | -1.2% | +20.4% | +20.3% |
| 6M | +14.4% | +9.2% | +5.2% | +6.7% |
| YTD | +45.9% | +13.1% | +32.9% | +32.5% |
| 1Y | +43.6% | +13.0% | +30.6% | +30.1% |
| 3Y | +75.9% | +49.2% | +26.7% | +26.6% |
| All | +99.6% | +46.3% | +53.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling