+51.1%
MADE vs SPY
+41.2%
+9.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | -6.0% | +2.0% | -8.0% | -8.0% |
| 6M | +1.1% | +13.0% | -12.0% | -11.4% |
| YTD | +16.0% | +13.5% | +2.4% | +1.2% |
| 1Y | +27.7% | +20.0% | +7.8% | +5.4% |
| All | +51.1% | +41.2% | +9.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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