+6.0%
LOW vs MDY
+43.9%
-38.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | -2.6% | -2.5% | -0.1% | -0.5% |
| 30D | -11.1% | -5.0% | -6.1% | -7.2% |
| 3M | -8.5% | +0.5% | -9.0% | -8.9% |
| 6M | -20.8% | +8.0% | -28.9% | -25.8% |
| YTD | -17.2% | +12.2% | -29.4% | -24.9% |
| 1Y | -24.7% | +14.0% | -38.7% | -32.8% |
| 3Y | -9.7% | +48.2% | -57.9% | -36.1% |
| 5Y | +6.0% | +46.1% | -40.1% | -24.9% |
| All | +6.0% | +43.9% | -38.0% | -24.9% |
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