-0.2%
MDA vs SPY
+13.0%
-13.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.9% | +3.2% |
| 7D | +17.3% | +0.1% | +17.2% | +15.0% |
| 30D | +9.2% | -3.3% | +12.5% | +17.5% |
| 3M | -11.1% | -2.4% | -8.7% | -6.4% |
| 6M | -11.2% | +2.6% | -13.7% | -16.5% |
| All | -0.2% | +13.0% | -13.2% | -26.7% |
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