+13,507.3%
GOOGL vs MDY
+769.4%
+12,737.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -6.6% | -1.5% | -5.1% | -5.6% |
| 3M | -8.9% | +0.8% | -9.7% | -9.6% |
| 6M | +11.9% | +7.4% | +4.5% | +5.9% |
| YTD | +8.3% | +15.2% | -6.9% | -3.0% |
| 1Y | +46.2% | +16.5% | +29.7% | +29.6% |
| 3Y | +151.9% | +46.8% | +105.1% | +84.4% |
| 5Y | +137.7% | +46.0% | +91.7% | +75.3% |
| 10Y | +757.6% | +172.1% | +585.5% | +285.2% |
| All | +13,507.3% | +769.4% | +12,737.9% | +2,428.3% |
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