+46.5%
F vs MDY
+47.1%
-0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.4% |
| 7D | +1.2% | +1.0% | +0.1% | 0.0% |
| 30D | +1.2% | -3.1% | +4.4% | +5.2% |
| 3M | -5.7% | +1.8% | -7.5% | -7.8% |
| 6M | +17.9% | +10.8% | +7.1% | +4.3% |
| YTD | +10.4% | +14.4% | -4.0% | -6.2% |
| 1Y | +25.3% | +15.2% | +10.1% | +5.7% |
| 3Y | +37.5% | +51.2% | -13.7% | -19.5% |
| 5Y | +46.5% | +47.2% | -0.7% | -8.2% |
| All | +46.5% | +47.1% | -0.6% | -8.2% |
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 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