+22.2%
MDPL vs SPY
+48.0%
-25.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -1.0% | -2.7% | +1.7% | +0.3% |
| 30D | +8.7% | -5.4% | +14.1% | +11.5% |
| 3M | +4.2% | -4.1% | +8.3% | +6.1% |
| 6M | +15.3% | +0.7% | +14.6% | +14.3% |
| YTD | +13.2% | +8.7% | +4.5% | +7.6% |
| 1Y | +20.4% | +10.9% | +9.5% | +13.1% |
| All | +22.2% | +48.0% | -25.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling