-35.5%
DOW vs MDY
+43.9%
-79.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.6% |
| 7D | -2.4% | -2.5% | +0.1% | -0.2% |
| 30D | -4.1% | -5.0% | +1.0% | +0.2% |
| 3M | -12.4% | +0.5% | -12.9% | -13.6% |
| 6M | -10.6% | +8.0% | -18.6% | -18.7% |
| YTD | +31.1% | +12.2% | +18.9% | +14.9% |
| 1Y | +30.5% | +14.0% | +16.5% | +13.2% |
| 3Y | -34.4% | +48.2% | -82.6% | -54.5% |
| 5Y | -35.5% | +46.1% | -81.6% | -56.2% |
| All | -35.5% | +43.9% | -79.4% | -56.2% |
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 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