-34.9%
DOW vs MDY
+48.7%
-83.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.4% |
| 30D | -2.7% | -3.9% | +1.1% | +0.7% |
| 3M | -10.5% | 0.0% | -10.4% | -11.3% |
| 6M | -12.4% | +8.5% | -21.0% | -21.7% |
| YTD | +30.0% | +13.2% | +16.8% | +10.5% |
| 1Y | +27.8% | +15.0% | +12.8% | +7.1% |
| All | -34.9% | +48.7% | -83.6% | -58.0% |
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