-7.5%
IR vs MDY
+14.2%
-21.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.5% |
| 7D | -1.9% | -0.8% | -1.1% | -0.8% |
| 30D | -15.0% | -3.9% | -11.2% | -10.0% |
| 3M | -0.4% | 0.0% | -0.4% | -0.2% |
| 6M | -15.0% | +8.5% | -23.6% | -23.9% |
| YTD | -7.1% | +13.2% | -20.3% | -20.6% |
| 1Y | -7.5% | +15.0% | -22.6% | -21.7% |
| All | -7.5% | +14.2% | -21.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling