+117.8%
EW vs MDY
+177.2%
-59.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -6.2% | -1.9% | -4.3% | -4.9% |
| 30D | -9.3% | -4.6% | -4.7% | -6.3% |
| 3M | -1.6% | -1.2% | -0.4% | -1.0% |
| 6M | -0.8% | +9.2% | -10.1% | -7.3% |
| YTD | -1.0% | +13.1% | -14.1% | -9.8% |
| 1Y | +8.2% | +13.0% | -4.8% | -1.6% |
| 3Y | +12.7% | +49.2% | -36.5% | -18.9% |
| 5Y | -30.2% | +47.2% | -77.5% | -49.5% |
| All | +117.8% | +177.2% | -59.4% | -8.8% |
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