+156.3%
MDU vs SPY
+311.8%
-155.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.1% |
| 30D | +4.2% | -2.4% | +6.6% | +6.2% |
| 3M | -4.5% | -1.2% | -3.3% | -3.6% |
| 6M | -13.5% | +3.3% | -16.8% | -16.1% |
| YTD | +1.7% | +12.3% | -10.6% | -8.1% |
| 1Y | -6.3% | +12.4% | -18.7% | -15.4% |
| 3Y | +107.5% | +78.8% | +28.7% | +25.0% |
| 5Y | +103.2% | +75.2% | +28.1% | +23.2% |
| 10Y | +156.3% | +311.1% | -154.8% | -32.4% |
| All | +156.3% | +311.8% | -155.4% | -32.4% |
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 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