+18.4%
MDPL vs SPY
+53.1%
-34.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -4.0% | -0.4% | -3.7% | -3.8% |
| 30D | -0.7% | -1.4% | +0.7% | 0.0% |
| 3M | +11.5% | +3.7% | +7.8% | +9.3% |
| 6M | +11.3% | +13.0% | -1.7% | +4.0% |
| YTD | +9.7% | +12.4% | -2.7% | +2.8% |
| 1Y | +9.3% | +18.5% | -9.2% | -0.6% |
| All | +18.4% | +53.1% | -34.6% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling