-46.5%
FRSH vs MDY
+48.5%
-95.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.7% |
| 7D | -6.6% | -1.9% | -4.7% | -4.8% |
| 30D | +2.1% | -4.6% | +6.7% | +7.1% |
| 3M | +29.0% | -1.2% | +30.2% | +30.1% |
| 6M | +48.6% | +9.2% | +39.4% | +32.8% |
| YTD | -2.9% | +13.1% | -16.0% | -16.8% |
| 1Y | -7.9% | +13.0% | -20.9% | -21.2% |
| 3Y | -46.5% | +49.2% | -95.7% | -69.0% |
| All | -46.5% | +48.5% | -95.0% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling