+95.1%
MDIV vs SPY
+595.0%
-499.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +3.0% | +2.0% | +1.0% | +1.7% |
| 6M | +4.8% | +13.0% | -8.3% | -2.5% |
| YTD | +11.9% | +13.5% | -1.7% | +3.7% |
| 1Y | +10.8% | +20.0% | -9.1% | -0.5% |
| 3Y | +36.6% | +77.2% | -40.6% | -3.9% |
| 5Y | +38.4% | +81.9% | -43.5% | -5.5% |
| 10Y | +58.8% | +314.1% | -255.2% | -34.9% |
| All | +95.1% | +595.0% | -499.9% | -39.5% |
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