-88.6%
MDRR vs SPY
+221.2%
-309.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | +6.2% | +2.0% | +4.2% | +5.6% |
| 6M | +6.0% | +13.0% | -7.0% | +2.5% |
| YTD | +0.1% | +13.5% | -13.5% | -3.5% |
| 1Y | -14.4% | +20.0% | -34.3% | -18.8% |
| 3Y | +21.7% | +77.2% | -55.5% | +1.3% |
| 5Y | -33.3% | +81.9% | -115.2% | -45.2% |
| All | -88.6% | +221.2% | -309.8% | -92.1% |
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