+23.5%
MDPL vs SPY
+51.8%
-28.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +1.1% | +2.6% | -1.5% | -0.1% |
| 30D | +5.7% | -2.0% | +7.7% | +6.6% |
| 3M | +1.0% | -2.8% | +3.8% | +2.2% |
| 6M | +19.8% | +2.1% | +17.6% | +18.1% |
| YTD | +14.4% | +11.5% | +2.9% | +7.4% |
| 1Y | +19.7% | +13.5% | +6.3% | +11.3% |
| All | +23.5% | +51.8% | -28.3% | -5.2% |
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 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