+43.3%
IR vs MDY
+47.1%
-3.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -0.9% |
| 7D | +0.6% | +1.0% | -0.4% | -0.5% |
| 30D | -13.6% | -3.1% | -10.5% | -10.4% |
| 3M | +3.7% | +1.8% | +1.8% | +1.8% |
| 6M | -13.1% | +10.8% | -23.9% | -22.0% |
| YTD | -5.1% | +14.4% | -19.6% | -17.7% |
| 1Y | -6.5% | +15.2% | -21.7% | -19.4% |
| 3Y | +8.5% | +51.2% | -42.7% | -29.3% |
| 5Y | +43.3% | +47.2% | -3.9% | -4.7% |
| All | +43.3% | +47.1% | -3.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling