+97.3%
ES vs MDY
+165.3%
-68.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +1.6% |
| 30D | +7.6% | +2.0% | +5.6% | +6.5% |
| 3M | +0.5% | -5.6% | +6.1% | +2.9% |
| 6M | +7.6% | +1.3% | +6.3% | +6.6% |
| YTD | +10.2% | +12.3% | -2.1% | +3.8% |
| 1Y | +1.8% | +15.8% | -13.9% | -5.5% |
| 3Y | +55.4% | +56.5% | -1.1% | +23.3% |
| 5Y | +7.3% | +35.1% | -27.8% | -10.0% |
| All | +97.3% | +165.3% | -68.0% | +10.8% |
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