+632.8%
LYB vs MDY
+449.0%
+183.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.9% |
| 7D | +0.3% | -1.9% | +2.1% | +2.4% |
| 30D | +2.5% | -4.6% | +7.1% | +8.0% |
| 3M | +1.4% | -1.2% | +2.6% | +1.9% |
| 6M | -3.5% | +9.2% | -12.7% | -15.8% |
| YTD | +52.0% | +13.1% | +38.9% | +26.9% |
| 1Y | +22.1% | +13.0% | +9.1% | +2.1% |
| 3Y | -22.8% | +49.2% | -72.0% | -54.4% |
| 5Y | -3.4% | +47.2% | -50.6% | -43.8% |
| 10Y | +47.4% | +176.0% | -128.6% | -59.8% |
| All | +632.8% | +449.0% | +183.9% | -9.2% |
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 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