+53.0%
MD vs SPY
+14.6%
+38.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.6% |
| 7D | +13.5% | -0.7% | +14.2% | +13.6% |
| 30D | +25.7% | -1.0% | +26.7% | +25.9% |
| 3M | +32.7% | -0.3% | +33.1% | +32.7% |
| 6M | +46.4% | +7.3% | +39.0% | +40.7% |
| YTD | +53.3% | +13.3% | +40.0% | +42.3% |
| 1Y | +53.0% | +14.8% | +38.2% | +40.8% |
| All | +53.0% | +14.6% | +38.3% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling