-65.7%
MDWD vs SPY
+308.5%
-374.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.9% |
| 7D | -2.7% | +3.3% | -6.0% | -5.0% |
| 30D | +6.1% | -2.7% | +8.8% | +8.4% |
| 3M | -6.8% | -1.7% | -5.0% | -5.5% |
| 6M | -19.6% | +3.1% | -22.7% | -21.4% |
| YTD | -29.7% | +11.9% | -41.6% | -35.2% |
| 1Y | -28.8% | +12.0% | -40.8% | -34.4% |
| 3Y | +68.4% | +78.2% | -9.7% | +13.1% |
| 5Y | -44.4% | +73.2% | -117.6% | -62.4% |
| All | -65.7% | +308.5% | -374.2% | -85.2% |
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