+149.5%
MDU vs SPY
+307.0%
-157.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +3.1% |
| 30D | +5.7% | -2.0% | +7.6% | +7.4% |
| 3M | -2.7% | -2.8% | +0.1% | -0.6% |
| 6M | -12.2% | +2.1% | -14.3% | -14.0% |
| YTD | +2.5% | +11.5% | -9.0% | -6.9% |
| 1Y | -2.3% | +13.5% | -15.8% | -12.5% |
| 3Y | +112.1% | +77.7% | +34.4% | +28.4% |
| 5Y | +105.9% | +72.6% | +33.3% | +26.5% |
| All | +149.5% | +307.0% | -157.5% | -34.0% |
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 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