+1,045.0%
MDY vs EXEL
+273.2%
+771.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.1% | +8.4% | -8.2% | -1.0% |
| 30D | -1.5% | +4.1% | -5.6% | -2.2% |
| 3M | +0.8% | +12.4% | -11.7% | -1.1% |
| 6M | +7.4% | +41.5% | -34.1% | +1.8% |
| YTD | +15.2% | +34.6% | -19.4% | +9.8% |
| 1Y | +16.5% | +57.9% | -41.3% | +8.2% |
| 3Y | +46.8% | +159.5% | -112.7% | +24.7% |
| 5Y | +46.0% | +198.5% | -152.4% | +20.4% |
| 10Y | +172.1% | +411.4% | -239.3% | +94.0% |
| All | +1,045.0% | +273.2% | +771.8% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling