+11.8%
MD vs SPY
+72.1%
-60.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | 0.0% | +2.6% | -2.6% | -2.1% |
| 30D | +15.7% | -2.0% | +17.6% | +17.4% |
| 3M | +18.7% | -2.8% | +21.5% | +21.2% |
| 6M | +30.5% | +2.1% | +28.4% | +27.3% |
| YTD | +46.3% | +11.5% | +34.8% | +32.1% |
| 1Y | +38.3% | +13.5% | +24.9% | +22.9% |
| 3Y | +242.1% | +77.7% | +164.4% | +102.5% |
| All | +11.8% | +72.1% | -60.3% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling