+116.3%
M vs MDY
+51.1%
+65.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.7% |
| 7D | +2.4% | +1.0% | +1.3% | +1.0% |
| 30D | -11.6% | -3.1% | -8.5% | -7.8% |
| 3M | +1.6% | +1.8% | -0.2% | -0.7% |
| 6M | +25.2% | +10.8% | +14.4% | +9.2% |
| YTD | +3.8% | +14.4% | -10.7% | -13.4% |
| 1Y | +36.3% | +15.2% | +21.1% | +13.1% |
| 3Y | +116.3% | +51.2% | +65.2% | +16.4% |
| All | +116.3% | +51.1% | +65.3% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling