+824.1%
ES vs MDY
+2,534.4%
-1,710.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | +1.9% | -1.7% | +3.5% | +2.5% |
| 30D | +7.1% | -0.9% | +8.0% | +7.3% |
| 3M | -1.9% | -5.7% | +3.8% | +0.4% |
| 6M | +4.4% | -2.9% | +7.3% | +5.4% |
| YTD | +7.3% | +9.8% | -2.5% | +2.4% |
| 1Y | +2.1% | +13.5% | -11.4% | -4.0% |
| 3Y | +41.8% | +51.9% | -10.1% | +15.9% |
| 5Y | +1.4% | +32.0% | -30.6% | -13.0% |
| 10Y | +86.8% | +176.5% | -89.7% | +11.3% |
| All | +824.1% | +2,534.4% | -1,710.3% | +152.7% |
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