-66.0%
MDWD vs SPY
+311.8%
-377.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -3.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | +10.0% | -2.4% | +12.4% | +12.0% |
| 3M | -0.8% | -1.2% | +0.4% | +0.1% |
| 6M | -16.0% | +3.3% | -19.3% | -18.1% |
| YTD | -25.1% | +12.3% | -37.4% | -31.1% |
| 1Y | -25.4% | +12.4% | -37.8% | -31.4% |
| 3Y | +79.5% | +78.8% | +0.7% | +20.2% |
| 5Y | -38.1% | +75.2% | -113.3% | -58.4% |
| 10Y | -66.0% | +311.1% | -377.1% | -85.5% |
| All | -66.0% | +311.8% | -377.7% | -85.5% |
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