-89.0%
MDWD vs SPY
+410.4%
-499.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | -8.0% | +2.0% | -10.0% | -9.6% |
| 6M | -24.5% | +13.0% | -37.5% | -31.2% |
| YTD | -28.0% | +13.5% | -41.6% | -34.8% |
| 1Y | -20.7% | +20.0% | -40.7% | -31.1% |
| 3Y | +62.5% | +77.2% | -14.7% | +5.7% |
| 5Y | -50.2% | +81.9% | -132.0% | -68.6% |
| 10Y | -74.6% | +314.1% | -388.7% | -92.2% |
| All | -89.0% | +410.4% | -499.4% | -97.7% |
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 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