-88.2%
MDWD vs SPY
+388.5%
-476.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.6% | +6.7% |
| 7D | +7.1% | -2.7% | +9.8% | +9.5% |
| 30D | +10.9% | -5.4% | +16.3% | +15.9% |
| 3M | -0.2% | -4.1% | +3.9% | +3.2% |
| 6M | -18.0% | +0.7% | -18.7% | -18.5% |
| YTD | -22.8% | +8.7% | -31.5% | -27.6% |
| 1Y | -21.0% | +10.9% | -31.8% | -26.9% |
| 3Y | +79.9% | +75.0% | +4.9% | +18.4% |
| 5Y | -43.5% | +67.8% | -111.2% | -62.0% |
| 10Y | -63.0% | +312.9% | -375.8% | -88.7% |
| All | -88.2% | +388.5% | -476.7% | -97.5% |
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 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