+40.1%
MD vs SPY
+11.9%
+28.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.3% | -0.6% | +3.9% | +3.7% |
| 30D | +18.7% | -3.7% | +22.4% | +20.1% |
| 3M | +21.2% | -2.7% | +24.0% | +22.3% |
| 6M | +34.5% | +2.2% | +32.3% | +32.5% |
| YTD | +47.8% | +10.8% | +37.0% | +38.5% |
| 1Y | +40.1% | +11.2% | +28.9% | +31.3% |
| All | +40.1% | +11.9% | +28.2% | +31.3% |
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 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