-64.4%
MDWD vs SPY
+315.0%
-379.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.3% | -3.3% | +15.6% | +15.2% |
| 3M | -2.2% | -2.4% | +0.3% | -0.3% |
| 6M | -15.0% | +2.6% | -17.6% | -16.6% |
| YTD | -23.7% | +11.2% | -35.0% | -29.3% |
| 1Y | -19.8% | +13.4% | -33.2% | -26.7% |
| 3Y | +81.0% | +79.9% | +1.1% | +20.7% |
| 5Y | -41.5% | +72.2% | -113.7% | -60.3% |
| 10Y | -64.4% | +307.3% | -371.7% | -84.6% |
| All | -64.4% | +315.0% | -379.4% | -84.6% |
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 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