+1,238.6%
MDY vs TKO
+1,395.0%
-156.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -5.0% | -2.6% | -2.4% | -4.7% |
| 3M | +0.5% | -7.8% | +8.2% | +1.8% |
| 6M | +8.0% | -7.0% | +15.0% | +9.0% |
| YTD | +12.2% | -8.5% | +20.7% | +13.3% |
| 1Y | +14.0% | -1.3% | +15.3% | +13.2% |
| 3Y | +48.2% | +105.0% | -56.8% | +24.8% |
| 5Y | +46.1% | +292.9% | -246.8% | +6.3% |
| 10Y | +173.8% | +979.3% | -805.6% | +54.1% |
| All | +1,238.6% | +1,395.0% | -156.4% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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