+513.2%
MA vs MDY
+170.4%
+342.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | +0.8% | -3.9% | +4.6% | +4.0% |
| 3M | +14.8% | 0.0% | +14.8% | +14.4% |
| 6M | +10.0% | +8.5% | +1.4% | +1.6% |
| YTD | -0.1% | +13.2% | -13.3% | -11.3% |
| 1Y | -2.2% | +15.0% | -17.2% | -14.5% |
| 3Y | +39.3% | +49.6% | -10.3% | -6.3% |
| 5Y | +66.3% | +46.0% | +20.3% | +13.8% |
| 10Y | +513.2% | +176.4% | +336.9% | +140.0% |
| All | +513.2% | +170.4% | +342.8% | +140.0% |
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 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