+2,439.3%
MAR vs MDY
+1,315.4%
+1,123.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.7% |
| 7D | -1.7% | +1.0% | -2.8% | -2.7% |
| 30D | -6.9% | -3.1% | -3.8% | -4.0% |
| 3M | -15.8% | +1.8% | -17.7% | -17.6% |
| 6M | +1.9% | +10.8% | -8.9% | -8.1% |
| YTD | +6.6% | +14.4% | -7.8% | -6.9% |
| 1Y | +23.7% | +15.2% | +8.5% | +7.1% |
| 3Y | +64.6% | +51.2% | +13.4% | +9.0% |
| 5Y | +156.4% | +47.2% | +109.1% | +75.1% |
| 10Y | +415.4% | +171.1% | +244.3% | +99.8% |
| All | +2,439.3% | +1,315.4% | +1,123.9% | +170.8% |
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