+104.6%
MDU vs SPY
+71.5%
+33.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +1.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.8% |
| 30D | +2.7% | -3.3% | +6.0% | +4.9% |
| 3M | -5.6% | -2.4% | -3.2% | -4.2% |
| 6M | -13.2% | +2.6% | -15.8% | -14.8% |
| YTD | +0.7% | +11.2% | -10.6% | -6.2% |
| 1Y | -5.3% | +13.4% | -18.7% | -12.9% |
| 3Y | +107.7% | +79.9% | +27.8% | +39.9% |
| 5Y | +104.6% | +72.2% | +32.4% | +39.0% |
| All | +104.6% | +71.5% | +33.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling