-48.9%
MD vs SPY
+311.8%
-360.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.8% |
| 7D | -4.1% | -0.9% | -3.2% | -3.4% |
| 30D | +16.8% | -2.4% | +19.2% | +19.2% |
| 3M | +20.3% | -1.2% | +21.5% | +21.2% |
| 6M | +34.6% | +3.3% | +31.3% | +29.5% |
| YTD | +47.0% | +12.3% | +34.7% | +30.3% |
| 1Y | +39.1% | +12.4% | +26.7% | +23.0% |
| 3Y | +241.5% | +78.8% | +162.7% | +90.3% |
| 5Y | +11.7% | +75.2% | -63.4% | -36.8% |
| 10Y | -48.9% | +311.1% | -360.0% | -85.8% |
| All | -48.9% | +311.8% | -360.7% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling