+89.3%
MDU vs SPY
+81.8%
+7.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | -3.5% | -0.9% | -2.5% | -2.9% |
| 3M | -5.3% | +3.9% | -9.2% | -7.7% |
| 6M | -4.1% | +14.5% | -18.6% | -12.3% |
| YTD | +3.0% | +12.9% | -9.9% | -5.0% |
| 1Y | +26.9% | +19.4% | +7.5% | +12.8% |
| 3Y | +95.9% | +78.5% | +17.5% | +32.9% |
| 5Y | +89.3% | +81.8% | +7.5% | +24.0% |
| All | +89.3% | +81.8% | +7.5% | +24.0% |
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