+163.6%
MDY vs COO
+40.1%
+123.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +3.0% | -2.1% | +5.1% | +3.9% |
| 30D | +0.8% | +13.9% | -13.1% | -4.6% |
| 3M | -5.1% | -18.9% | +13.8% | +2.4% |
| 6M | +1.2% | +3.7% | -2.6% | -2.4% |
| YTD | +12.5% | -24.1% | +36.6% | +24.0% |
| 1Y | +13.8% | -14.2% | +28.0% | +18.6% |
| 3Y | +56.4% | -24.5% | +80.9% | +65.2% |
| 5Y | +35.3% | -40.4% | +75.7% | +57.1% |
| All | +163.6% | +40.1% | +123.5% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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