+485.5%
MD vs SPY
+2,042.1%
-1,556.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +4.9% | -2.7% | +7.6% | +7.1% |
| 30D | +21.1% | -5.4% | +26.5% | +26.0% |
| 3M | +18.0% | -4.1% | +22.1% | +21.5% |
| 6M | +40.9% | +0.7% | +40.2% | +39.4% |
| YTD | +46.3% | +8.7% | +37.6% | +36.7% |
| 1Y | +43.4% | +10.9% | +32.5% | +32.0% |
| 3Y | +222.2% | +75.0% | +147.3% | +112.1% |
| 5Y | +9.1% | +67.8% | -58.7% | -25.9% |
| 10Y | -48.2% | +312.9% | -361.0% | -80.5% |
| All | +485.5% | +2,042.1% | -1,556.6% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling