+2,677.7%
MDY vs RVTY
+2,052.0%
+625.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -1.5% | +13.2% | -14.7% | -5.2% |
| 3M | +0.8% | +27.2% | -26.5% | -6.7% |
| 6M | +7.4% | +32.4% | -25.0% | -2.2% |
| YTD | +15.2% | +34.9% | -19.7% | +3.9% |
| 1Y | +16.5% | +52.4% | -35.8% | +1.0% |
| 3Y | +46.8% | +12.3% | +34.5% | +36.0% |
| 5Y | +46.0% | -30.8% | +76.9% | +53.4% |
| 10Y | +172.1% | +150.7% | +21.4% | +94.0% |
| All | +2,677.7% | +2,052.0% | +625.7% | +1,023.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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