+172.7%
MDY vs COO
+17.0%
+155.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.9% | -22.5% | +20.7% | +8.2% |
| 30D | -4.6% | -29.7% | +25.1% | +9.4% |
| 3M | -1.2% | -20.1% | +18.9% | +7.0% |
| 6M | +9.2% | -26.9% | +36.1% | +22.4% |
| YTD | +13.1% | -34.2% | +47.3% | +32.4% |
| 1Y | +13.0% | -21.3% | +34.3% | +21.8% |
| 3Y | +49.2% | -38.7% | +87.9% | +72.7% |
| 5Y | +47.2% | -52.2% | +99.5% | +88.1% |
| All | +172.7% | +17.0% | +155.7% | +154.7% |
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