+15,689.5%
MA vs MDY
+531.0%
+15,158.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -2.3% |
| 7D | -0.3% | +0.7% | -1.0% | -1.0% |
| 30D | +11.3% | +1.3% | +10.0% | +9.9% |
| 3M | +16.7% | -4.1% | +20.7% | +20.7% |
| 6M | +32.8% | +1.0% | +31.8% | +30.6% |
| YTD | +15.6% | +13.3% | +2.3% | +1.9% |
| 1Y | +19.6% | +15.7% | +3.8% | +3.3% |
| 3Y | +72.1% | +59.6% | +12.5% | +7.9% |
| 5Y | +96.0% | +36.3% | +59.7% | +41.2% |
| 10Y | +554.8% | +173.6% | +381.1% | +144.1% |
| All | +15,689.5% | +531.0% | +15,158.5% | +3,136.3% |
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