+46.0%
MDY vs EXEL
+194.6%
-148.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -3.9% | +10.1% | -14.0% | -5.5% |
| 3M | 0.0% | +10.1% | -10.1% | -1.9% |
| 6M | +8.5% | +37.7% | -29.1% | +2.2% |
| YTD | +13.2% | +33.1% | -19.9% | +7.0% |
| 1Y | +15.0% | +52.4% | -37.4% | +5.7% |
| 3Y | +49.6% | +163.8% | -114.2% | +18.7% |
| 5Y | +46.0% | +198.5% | -152.5% | +6.0% |
| All | +46.0% | +194.6% | -148.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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