+2,608.6%
MDY vs RVTY
+2,452.6%
+156.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +2.3% | -0.5% | +2.7% | +2.4% |
| 30D | +2.0% | +1.5% | +0.5% | +1.3% |
| 3M | -5.6% | +31.5% | -37.1% | -13.6% |
| 6M | +1.3% | +62.7% | -61.4% | -13.4% |
| YTD | +12.3% | +60.0% | -47.6% | -4.3% |
| 1Y | +15.8% | +65.7% | -49.9% | -2.4% |
| 3Y | +56.5% | +85.2% | -28.7% | +25.1% |
| 5Y | +35.1% | -14.9% | +50.0% | +32.9% |
| 10Y | +167.4% | +211.9% | -44.5% | +78.0% |
| All | +2,608.6% | +2,452.6% | +156.0% | +935.9% |
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