+306.5%
F vs MDY
+2,534.4%
-2,227.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.4% |
| 7D | +1.6% | -1.7% | +3.2% | +3.2% |
| 30D | +2.6% | -0.9% | +3.6% | +3.5% |
| 3M | -8.8% | -5.7% | -3.1% | -3.2% |
| 6M | +4.6% | -2.9% | +7.5% | +7.8% |
| YTD | -1.9% | +9.8% | -11.7% | -10.7% |
| 1Y | -0.8% | +13.5% | -14.3% | -12.6% |
| 3Y | +43.5% | +51.9% | -8.4% | -5.9% |
| 5Y | -12.1% | +32.0% | -44.1% | -31.6% |
| 10Y | +83.6% | +176.5% | -92.8% | -29.6% |
| All | +306.5% | +2,534.4% | -2,227.9% | -74.2% |
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 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