-4.3%
M vs MDY
+171.2%
-175.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +1.0% |
| 7D | +5.0% | 0.0% | +5.0% | +5.3% |
| 30D | +10.6% | +1.0% | +9.7% | +9.3% |
| 3M | +1.6% | -4.1% | +5.7% | +8.1% |
| 6M | +30.8% | +0.6% | +30.2% | +30.1% |
| YTD | +16.9% | +12.9% | +4.0% | -1.9% |
| 1Y | +26.3% | +14.6% | +11.6% | +3.9% |
| 3Y | +158.6% | +57.1% | +101.5% | +35.0% |
| 5Y | +2.1% | +37.1% | -35.0% | -31.1% |
| 10Y | -4.3% | +171.5% | -175.8% | -72.4% |
| All | -4.3% | +171.2% | -175.5% | -72.4% |
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 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