+869.1%
MDY vs BG
+1,181.2%
-312.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -3.9% | +10.3% | -14.2% | -6.8% |
| 3M | 0.0% | -1.9% | +1.8% | -0.1% |
| 6M | +8.5% | +5.2% | +3.3% | +5.8% |
| YTD | +13.2% | +41.2% | -27.9% | +0.7% |
| 1Y | +15.0% | +50.5% | -35.5% | -0.3% |
| 3Y | +49.6% | +19.9% | +29.7% | +36.5% |
| 5Y | +46.0% | +86.7% | -40.7% | +13.5% |
| 10Y | +176.4% | +167.5% | +8.9% | +82.1% |
| All | +869.1% | +1,181.2% | -312.1% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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