+1,789.5%
IT vs MDY
+2,662.7%
-873.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -6.0% | +0.1% | -6.2% | -6.1% |
| 30D | 0.0% | -1.5% | +1.5% | +1.3% |
| 3M | +13.1% | +0.8% | +12.3% | +11.6% |
| 6M | +11.7% | +7.4% | +4.3% | +2.7% |
| YTD | -26.1% | +15.2% | -41.3% | -36.5% |
| 1Y | -21.3% | +16.5% | -37.8% | -33.1% |
| 3Y | -46.7% | +46.8% | -93.5% | -64.3% |
| 5Y | -40.5% | +46.0% | -86.5% | -60.0% |
| 10Y | +103.9% | +172.1% | -68.2% | -27.6% |
| All | +1,789.5% | +2,662.7% | -873.1% | -49.7% |
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