+46.2%
EXC vs MDY
+47.1%
-1.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | -1.0% | +1.8% | -2.8% | -1.5% |
| 6M | -9.3% | +10.8% | -20.1% | -12.1% |
| YTD | +3.6% | +14.4% | -10.8% | -0.8% |
| 1Y | +5.9% | +15.2% | -9.3% | +1.1% |
| 3Y | +21.3% | +51.2% | -29.9% | +2.3% |
| 5Y | +46.2% | +47.2% | -1.1% | +21.7% |
| All | +46.2% | +47.1% | -1.0% | +21.7% |
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 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