+14.0%
MDY vs COO
-20.6%
+34.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.7% | +1.9% |
| 7D | -2.5% | -23.3% | +20.8% | +2.6% |
| 30D | -5.0% | -29.5% | +24.4% | +1.8% |
| 3M | +0.5% | -20.0% | +20.4% | +4.3% |
| 6M | +8.0% | -27.2% | +35.2% | +16.5% |
| YTD | +12.2% | -33.9% | +46.1% | +24.7% |
| 1Y | +14.0% | -19.9% | +33.9% | +19.9% |
| All | +14.0% | -20.6% | +34.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling