+1,481.8%
EXC vs MDY
+2,662.7%
-1,180.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -3.7% | -1.5% | -2.2% | -3.0% |
| 3M | -1.3% | +0.8% | -2.1% | -1.9% |
| 6M | -9.7% | +7.4% | -17.1% | -13.3% |
| YTD | +2.9% | +15.2% | -12.3% | -4.8% |
| 1Y | +4.4% | +16.5% | -12.2% | -4.3% |
| 3Y | +22.2% | +46.8% | -24.6% | -2.7% |
| 5Y | +46.7% | +46.0% | +0.7% | +15.2% |
| 10Y | +155.3% | +172.1% | -16.7% | +43.7% |
| All | +1,481.8% | +2,662.7% | -1,180.9% | +246.7% |
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