+8,912.0%
LOW vs MDY
+2,644.5%
+6,267.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | +0.4% | +1.0% | -0.7% | -0.5% |
| 30D | -10.1% | -3.1% | -7.0% | -7.5% |
| 3M | -2.9% | +1.8% | -4.7% | -4.4% |
| 6M | -19.4% | +10.8% | -30.2% | -26.4% |
| YTD | -15.4% | +14.4% | -29.9% | -25.1% |
| 1Y | -24.9% | +15.2% | -40.1% | -34.1% |
| 3Y | -7.8% | +51.2% | -59.0% | -37.1% |
| 5Y | +8.4% | +47.2% | -38.9% | -24.8% |
| 10Y | +226.8% | +171.1% | +55.7% | +30.7% |
| All | +8,912.0% | +2,644.5% | +6,267.5% | +338.4% |
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