+57.3%
MDT vs ETSY
+134.7%
-77.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.9% |
| 7D | -3.4% | -4.9% | +1.5% | -3.0% |
| 30D | +0.2% | -8.6% | +8.8% | +0.9% |
| 3M | +14.3% | +4.8% | +9.5% | +13.6% |
| 6M | +4.0% | +38.1% | -34.1% | +0.7% |
| YTD | -3.7% | +31.2% | -34.9% | -6.5% |
| 1Y | -0.4% | +22.1% | -22.5% | -3.2% |
| 3Y | +23.3% | +12.2% | +11.1% | +18.8% |
| 5Y | -18.9% | -66.5% | +47.6% | -16.4% |
| 10Y | +39.2% | +433.4% | -394.3% | +9.8% |
| All | +57.3% | +134.7% | -77.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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