-74.7%
MDWD vs SPY
+311.3%
-386.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.5% |
| 7D | +6.5% | +0.5% | +5.9% | +6.1% |
| 30D | -6.6% | -0.9% | -5.7% | -6.0% |
| 3M | -5.4% | +3.9% | -9.3% | -8.2% |
| 6M | -21.1% | +14.5% | -35.6% | -28.4% |
| YTD | -27.2% | +12.9% | -40.1% | -33.4% |
| 1Y | -19.7% | +19.4% | -39.1% | -29.3% |
| 3Y | +87.2% | +78.5% | +8.7% | +25.1% |
| 5Y | -49.9% | +81.8% | -131.6% | -67.3% |
| 10Y | -74.7% | +311.5% | -386.2% | -90.7% |
| All | -74.7% | +311.3% | -386.0% | -90.7% |
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