+357.5%
M vs MDY
+2,617.6%
-2,260.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.2% | +4.9% | +4.5% |
| 7D | +2.5% | +0.7% | +1.9% | +2.0% |
| 30D | +10.1% | +1.3% | +8.8% | +8.7% |
| 3M | -0.9% | -4.1% | +3.1% | +4.2% |
| 6M | +30.2% | +1.0% | +29.2% | +29.3% |
| YTD | +16.3% | +13.3% | +3.0% | +1.1% |
| 1Y | +27.0% | +15.7% | +11.2% | +8.0% |
| 3Y | +154.5% | +59.6% | +94.9% | +53.0% |
| 5Y | -1.1% | +36.3% | -37.4% | -24.2% |
| 10Y | +0.5% | +173.6% | -173.1% | -59.9% |
| All | +357.5% | +2,617.6% | -2,260.2% | -71.7% |
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