+2,886.5%
MDU vs SPY
+3,091.8%
-205.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -6.9% | +2.0% | -8.8% | -8.6% |
| 6M | -4.9% | +13.0% | -17.9% | -13.8% |
| YTD | +1.6% | +13.5% | -11.9% | -8.3% |
| 1Y | +24.1% | +20.0% | +4.1% | +7.3% |
| 3Y | +86.8% | +77.2% | +9.7% | +19.0% |
| 5Y | +84.6% | +81.9% | +2.7% | +13.8% |
| 10Y | +188.8% | +314.1% | -125.2% | -2.9% |
| All | +2,886.5% | +3,091.8% | -205.3% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling