-60.0%
MD vs SPY
+311.3%
-371.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.2% |
| 30D | -0.5% | -0.9% | +0.4% | +0.3% |
| 3M | +19.9% | +3.9% | +16.0% | +15.2% |
| 6M | +36.4% | +14.5% | +21.9% | +19.2% |
| YTD | +25.9% | +12.9% | +13.0% | +11.3% |
| 1Y | +58.9% | +19.4% | +39.6% | +33.1% |
| 3Y | +111.6% | +78.5% | +33.2% | +18.3% |
| 5Y | -10.4% | +81.8% | -92.1% | -51.0% |
| 10Y | -60.0% | +311.5% | -371.5% | -89.3% |
| All | -60.0% | +311.3% | -371.3% | -89.3% |
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