+74.3%
F vs MDY
+171.2%
-96.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +0.7% |
| 30D | +2.1% | +1.0% | +1.2% | +0.8% |
| 3M | -10.3% | -4.1% | -6.2% | -6.1% |
| 6M | +3.3% | +0.6% | +2.6% | +2.4% |
| YTD | -2.0% | +12.9% | -14.9% | -14.6% |
| 1Y | -2.3% | +14.6% | -16.9% | -16.2% |
| 3Y | +49.9% | +57.1% | -7.2% | -10.5% |
| 5Y | -12.5% | +37.1% | -49.5% | -37.7% |
| 10Y | +74.3% | +171.5% | -97.2% | -36.8% |
| All | +74.3% | +171.2% | -96.9% | -36.8% |
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