-90.5%
MDRR vs SPY
+217.7%
-308.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | -3.9% | -2.4% | -1.5% | -3.4% |
| 3M | -17.0% | -1.2% | -15.9% | -16.9% |
| 6M | -8.9% | +3.3% | -12.2% | -9.9% |
| YTD | -16.5% | +12.3% | -28.8% | -19.3% |
| 1Y | -17.8% | +12.4% | -30.3% | -20.7% |
| 3Y | +1.3% | +78.8% | -77.5% | -16.0% |
| 5Y | -35.3% | +75.2% | -110.5% | -46.2% |
| All | -90.5% | +217.7% | -308.2% | -93.4% |
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