+2,677.7%
MDY vs SPY
+2,433.7%
+244.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | +0.8% | +2.0% | -1.2% | -1.3% |
| 6M | +7.4% | +13.0% | -5.6% | -5.3% |
| YTD | +15.2% | +13.5% | +1.7% | +1.1% |
| 1Y | +16.5% | +20.0% | -3.4% | -3.3% |
| 3Y | +46.8% | +77.2% | -30.4% | -18.3% |
| 5Y | +46.0% | +81.9% | -35.8% | -20.8% |
| 10Y | +172.1% | +314.1% | -142.0% | -34.9% |
| All | +2,677.7% | +2,433.7% | +244.0% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling