+137.3%
ETSY vs MDY
+180.4%
-43.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.0% |
| 7D | -12.9% | -0.8% | -12.1% | -12.1% |
| 30D | -11.5% | -3.9% | -7.6% | -7.6% |
| 3M | +3.5% | 0.0% | +3.6% | +3.1% |
| 6M | +27.6% | +8.5% | +19.1% | +15.5% |
| YTD | +28.4% | +13.2% | +15.2% | +11.0% |
| 1Y | +27.1% | +15.0% | +12.1% | +8.1% |
| 3Y | +6.0% | +49.6% | -43.5% | -33.6% |
| 5Y | -67.1% | +46.0% | -113.1% | -77.5% |
| 10Y | +421.9% | +176.4% | +245.6% | +78.3% |
| All | +137.3% | +180.4% | -43.1% | -31.7% |
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