+27.4%
M vs MDY
+14.2%
+13.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +7.0% | +2.3% | +4.8% | +4.0% |
| 30D | +8.9% | +2.0% | +6.9% | +6.4% |
| 3M | +4.5% | -5.6% | +10.1% | +12.8% |
| 6M | +36.2% | +1.3% | +34.9% | +34.5% |
| YTD | +15.1% | +12.3% | +2.8% | -2.4% |
| 1Y | +27.4% | +15.8% | +11.7% | +2.0% |
| All | +27.4% | +14.2% | +13.3% | +2.0% |
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