-14.8%
MDA vs SPY
+15.1%
-30.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -8.1% |
| 7D | -10.5% | -0.7% | -9.8% | -8.8% |
| 30D | -11.1% | -1.0% | -10.0% | -8.3% |
| 3M | -23.5% | -0.3% | -23.1% | -22.4% |
| 6M | -15.1% | +7.3% | -22.4% | -27.7% |
| All | -14.8% | +15.1% | -30.0% | -39.3% |
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