+2,677.7%
MDY vs COO
+8,356.5%
-5,678.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.1% | -2.2% | +2.4% | +0.7% |
| 30D | -1.5% | -7.0% | +5.5% | +0.2% |
| 3M | +0.8% | +12.2% | -11.4% | -2.3% |
| 6M | +7.4% | -15.1% | +22.5% | +11.2% |
| YTD | +15.2% | -15.1% | +30.3% | +19.2% |
| 1Y | +16.5% | +2.3% | +14.2% | +15.1% |
| 3Y | +46.8% | -23.7% | +70.5% | +53.1% |
| 5Y | +46.0% | -38.9% | +85.0% | +59.2% |
| 10Y | +172.1% | +49.9% | +122.1% | +143.9% |
| All | +2,677.7% | +8,356.5% | -5,678.8% | +1,358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling