+88.5%
MDIV vs SPY
+584.9%
-496.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | +3.3% | -3.7% | -2.2% |
| 30D | +0.9% | -2.7% | +3.6% | +2.3% |
| 3M | -3.1% | -1.7% | -1.4% | -2.4% |
| 6M | +0.1% | +3.1% | -3.0% | -2.0% |
| YTD | +8.1% | +11.9% | -3.8% | +0.9% |
| 1Y | +8.2% | +12.0% | -3.8% | +0.9% |
| 3Y | +33.6% | +78.2% | -44.6% | -6.5% |
| 5Y | +32.8% | +73.2% | -40.4% | -6.6% |
| 10Y | +63.6% | +309.6% | -246.1% | -32.7% |
| All | +88.5% | +584.9% | -496.4% | -41.2% |
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 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