+336.0%
IR vs MDY
+141.2%
+194.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.5% | +2.3% | +0.3% | 0.0% |
| 30D | +9.2% | +2.0% | +7.2% | +6.9% |
| 3M | +0.9% | -5.6% | +6.6% | +7.7% |
| 6M | +19.2% | +1.3% | +18.0% | +18.0% |
| YTD | +7.5% | +12.3% | -4.9% | -4.3% |
| 1Y | +11.7% | +15.8% | -4.1% | -3.6% |
| 3Y | +23.9% | +56.5% | -32.6% | -21.9% |
| 5Y | +46.4% | +35.1% | +11.2% | +8.3% |
| All | +336.0% | +141.2% | +194.7% | +81.7% |
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 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