+273.7%
IR vs MDY
+142.8%
+130.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | -4.5% | -1.9% | -2.6% | -2.5% |
| 30D | -13.9% | -4.6% | -9.3% | -9.3% |
| 3M | -0.3% | -1.2% | +0.9% | +1.2% |
| 6M | -14.3% | +9.2% | -23.5% | -21.7% |
| YTD | -7.9% | +13.1% | -20.9% | -18.6% |
| 1Y | -9.9% | +13.0% | -22.9% | -20.3% |
| 3Y | +6.5% | +49.2% | -42.7% | -29.3% |
| 5Y | +34.0% | +47.2% | -13.2% | -9.5% |
| All | +273.7% | +142.8% | +130.9% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling