+47.2%
MDY vs COO
-39.5%
+86.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.9% |
| 30D | -3.1% | -8.8% | +5.7% | 0.0% |
| 3M | +1.8% | +1.3% | +0.5% | +0.9% |
| 6M | +10.8% | -11.6% | +22.4% | +15.3% |
| YTD | +14.4% | -17.4% | +31.8% | +22.1% |
| 1Y | +15.2% | -1.6% | +16.8% | +14.5% |
| 3Y | +51.2% | -22.6% | +73.8% | +58.8% |
| 5Y | +47.2% | -40.3% | +87.6% | +67.2% |
| All | +47.2% | -39.5% | +86.7% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling