+81.0%
F vs MDY
+180.7%
-99.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -2.9% |
| 7D | -0.6% | +0.7% | -1.3% | -1.6% |
| 30D | +2.9% | +1.3% | +1.6% | +1.2% |
| 3M | -9.5% | -4.1% | -5.4% | -5.3% |
| 6M | +4.0% | +1.0% | +3.0% | +2.8% |
| YTD | -1.3% | +13.3% | -14.6% | -14.3% |
| 1Y | -1.9% | +15.7% | -17.7% | -16.8% |
| 3Y | +53.5% | +59.6% | -6.1% | -10.0% |
| 5Y | -15.1% | +36.3% | -51.5% | -39.3% |
| 10Y | +81.0% | +173.6% | -92.7% | -35.2% |
| All | +81.0% | +180.7% | -99.8% | -35.2% |
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