-75.0%
FRSH vs MDY
+48.2%
-123.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.8% |
| 7D | -11.2% | -2.5% | -8.6% | -8.0% |
| 30D | -0.8% | -5.0% | +4.2% | +6.2% |
| 3M | +26.4% | +0.5% | +26.0% | +24.7% |
| 6M | +48.4% | +8.0% | +40.4% | +30.4% |
| YTD | -3.1% | +12.2% | -15.3% | -19.6% |
| 1Y | -8.7% | +14.0% | -22.7% | -26.3% |
| 3Y | -45.8% | +48.2% | -94.0% | -71.2% |
| All | -75.0% | +48.2% | -123.2% | -86.0% |
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 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