-45.6%
IT vs MDY
+43.9%
-89.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.3% |
| 7D | -12.7% | -2.5% | -10.2% | -10.8% |
| 30D | -8.9% | -5.0% | -3.8% | -5.0% |
| 3M | +10.1% | +0.5% | +9.7% | +9.2% |
| 6M | +7.3% | +8.0% | -0.7% | -0.8% |
| YTD | -32.4% | +12.2% | -44.5% | -39.6% |
| 1Y | -26.6% | +14.0% | -40.6% | -35.5% |
| 3Y | -51.8% | +48.2% | -100.0% | -67.0% |
| 5Y | -45.6% | +46.1% | -91.7% | -61.9% |
| All | -45.6% | +43.9% | -89.6% | -61.9% |
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