+8,629.9%
IDXX vs MDY
+2,611.4%
+6,018.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -5.7% | -1.9% | -3.9% | -4.4% |
| 30D | -11.5% | -4.6% | -6.9% | -8.3% |
| 3M | -9.5% | -1.2% | -8.3% | -8.8% |
| 6M | -16.0% | +9.2% | -25.2% | -21.6% |
| YTD | -25.4% | +13.1% | -38.5% | -32.2% |
| 1Y | -21.8% | +13.0% | -34.8% | -28.9% |
| 3Y | +7.0% | +49.2% | -42.2% | -21.3% |
| 5Y | -26.0% | +47.2% | -73.2% | -44.3% |
| 10Y | +358.9% | +176.0% | +183.0% | +108.2% |
| All | +8,629.9% | +2,611.4% | +6,018.5% | +465.1% |
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