-29.4%
EW vs MDY
+45.8%
-75.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | 0.0% |
| 7D | -5.1% | -0.8% | -4.3% | -4.6% |
| 30D | -6.4% | -3.9% | -2.5% | -4.0% |
| 3M | -1.6% | 0.0% | -1.5% | -1.7% |
| 6M | +2.3% | +8.5% | -6.3% | -3.3% |
| YTD | +1.1% | +13.2% | -12.1% | -7.0% |
| 1Y | +8.0% | +15.0% | -7.0% | -1.9% |
| 3Y | +16.3% | +49.6% | -33.2% | -15.3% |
| 5Y | -29.4% | +46.0% | -75.4% | -46.9% |
| All | -29.4% | +45.8% | -75.2% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling