-6.1%
M vs MDY
+170.4%
-176.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -2.7% |
| 7D | -4.1% | -0.8% | -3.3% | -2.9% |
| 30D | -13.6% | -3.9% | -9.7% | -8.6% |
| 3M | -2.3% | 0.0% | -2.2% | -2.1% |
| 6M | +21.9% | +8.5% | +13.4% | +8.2% |
| YTD | -0.6% | +13.2% | -13.8% | -17.0% |
| 1Y | +29.7% | +15.0% | +14.7% | +6.2% |
| 3Y | +107.3% | +49.6% | +57.7% | +16.4% |
| 5Y | +20.5% | +46.0% | -25.5% | -25.1% |
| 10Y | -6.1% | +176.4% | -182.4% | -71.6% |
| All | -6.1% | +170.4% | -176.5% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling