+89.8%
MDIV vs SPY
+578.4%
-488.5%
-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% | +0.5% | +0.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +2.3% | -3.7% | +6.0% | +4.3% |
| 3M | -2.0% | -2.7% | +0.8% | -0.6% |
| 6M | +1.0% | +2.2% | -1.2% | -0.6% |
| YTD | +8.9% | +10.8% | -2.0% | +2.2% |
| 1Y | +9.4% | +11.2% | -1.8% | +2.4% |
| 3Y | +34.5% | +76.5% | -41.9% | -5.3% |
| 5Y | +33.9% | +72.9% | -39.0% | -5.8% |
| 10Y | +65.3% | +304.8% | -239.5% | -31.5% |
| All | +89.8% | +578.4% | -488.5% | -40.4% |
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