+22.1%
LYB vs MDY
+14.6%
+7.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | +0.3% | -1.9% | +2.1% | +0.1% |
| 30D | +2.5% | -4.6% | +7.1% | +2.0% |
| 3M | +1.4% | -1.2% | +2.6% | +1.1% |
| 6M | -3.5% | +9.2% | -12.7% | -6.0% |
| YTD | +52.0% | +13.1% | +38.9% | +40.1% |
| 1Y | +22.1% | +13.0% | +9.1% | +8.6% |
| All | +22.1% | +14.6% | +7.5% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling