-9.9%
LOW vs MDY
+48.5%
-58.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.7% | -1.9% | -1.9% | -2.2% |
| 30D | -8.9% | -4.6% | -4.2% | -5.3% |
| 3M | -10.4% | -1.2% | -9.2% | -9.5% |
| 6M | -19.4% | +9.2% | -28.6% | -24.9% |
| YTD | -17.1% | +13.1% | -30.2% | -25.0% |
| 1Y | -26.3% | +13.0% | -39.3% | -33.4% |
| 3Y | -9.9% | +49.2% | -59.1% | -37.2% |
| All | -9.9% | +48.5% | -58.3% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling