+86.4%
F vs MDY
+170.4%
-84.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.5% |
| 7D | +1.2% | +1.0% | +0.1% | +0.1% |
| 30D | +1.2% | -3.1% | +4.4% | +5.0% |
| 3M | -5.7% | +1.8% | -7.5% | -7.6% |
| 6M | +17.9% | +10.8% | +7.1% | +5.3% |
| YTD | +10.4% | +14.4% | -4.0% | -5.0% |
| 1Y | +25.3% | +15.2% | +10.1% | +7.2% |
| 3Y | +37.5% | +51.2% | -13.7% | -13.9% |
| 5Y | +46.5% | +47.2% | -0.7% | -2.9% |
| 10Y | +86.4% | +171.1% | -84.7% | -34.3% |
| All | +86.4% | +170.4% | -84.0% | -34.3% |
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