+2,859.6%
MDU vs SPY
+3,027.0%
-167.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +1.6% |
| 7D | -2.9% | +0.1% | -3.0% | -2.8% |
| 30D | +2.7% | -3.3% | +6.0% | +5.4% |
| 3M | -5.6% | -2.4% | -3.2% | -3.9% |
| 6M | -13.2% | +2.6% | -15.8% | -15.2% |
| YTD | +0.7% | +11.2% | -10.6% | -7.7% |
| 1Y | -5.3% | +13.4% | -18.7% | -14.4% |
| 3Y | +107.7% | +79.9% | +27.8% | +30.8% |
| 5Y | +104.6% | +72.2% | +32.4% | +31.6% |
| 10Y | +147.2% | +307.3% | -160.2% | -16.0% |
| All | +2,859.6% | +3,027.0% | -167.4% | +290.1% |
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