+829.1%
ES vs MDY
+2,662.7%
-1,833.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.0% | -1.5% | -0.5% | -1.3% |
| 3M | +1.7% | +0.8% | +0.9% | +1.2% |
| 6M | -3.5% | +7.4% | -11.0% | -6.8% |
| YTD | +7.9% | +15.2% | -7.3% | +1.0% |
| 1Y | +17.2% | +16.5% | +0.6% | +8.9% |
| 3Y | +29.3% | +46.8% | -17.5% | +7.5% |
| 5Y | -5.7% | +46.0% | -51.8% | -22.6% |
| 10Y | +85.2% | +172.1% | -86.9% | +11.3% |
| All | +829.1% | +2,662.7% | -1,833.5% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling