+172.7%
MDY vs SNY
+64.5%
+108.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -3.3% | +1.5% | -0.8% |
| 30D | -4.6% | -2.2% | -2.5% | -4.0% |
| 3M | -1.2% | -3.0% | +1.8% | -0.5% |
| 6M | +9.2% | +2.7% | +6.5% | +7.8% |
| YTD | +13.1% | -6.8% | +19.9% | +14.9% |
| 1Y | +13.0% | -5.3% | +18.3% | +13.9% |
| 3Y | +49.2% | -9.8% | +59.0% | +48.8% |
| 5Y | +47.2% | +9.7% | +37.6% | +32.0% |
| All | +172.7% | +64.5% | +108.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling