+17.1%
EW vs MDY
+51.1%
-34.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | -4.4% | +1.0% | -5.5% | -4.9% |
| 30D | -3.3% | -3.1% | -0.2% | -2.0% |
| 3M | +1.0% | +1.8% | -0.8% | +0.1% |
| 6M | +6.2% | +10.8% | -4.6% | +1.3% |
| YTD | +1.7% | +14.4% | -12.7% | -4.3% |
| 1Y | +8.1% | +15.2% | -7.1% | +1.3% |
| 3Y | +17.1% | +51.2% | -34.1% | -7.7% |
| All | +17.1% | +51.1% | -34.0% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling