+46.0%
MDY vs SPY
+81.0%
-35.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -3.9% | -1.4% | -2.5% | -2.5% |
| 3M | 0.0% | +3.7% | -3.8% | -3.7% |
| 6M | +8.5% | +13.0% | -4.5% | -4.2% |
| YTD | +13.2% | +12.4% | +0.8% | +0.5% |
| 1Y | +15.0% | +18.5% | -3.5% | -3.3% |
| 3Y | +49.6% | +77.6% | -28.1% | -16.8% |
| 5Y | +46.0% | +81.7% | -35.7% | -20.4% |
| All | +46.0% | +81.0% | -35.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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