+110.6%
MDY vs TW
+206.7%
-96.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -1.9% | -4.5% | +2.6% | -0.6% |
| 30D | -4.6% | -2.3% | -2.4% | -4.1% |
| 3M | -1.2% | +2.6% | -3.8% | -2.7% |
| 6M | +9.2% | -17.5% | +26.8% | +14.5% |
| YTD | +13.1% | -5.3% | +18.4% | +13.0% |
| 1Y | +13.0% | -14.8% | +27.8% | +16.6% |
| 3Y | +49.2% | +18.8% | +30.4% | +33.6% |
| 5Y | +47.2% | +20.7% | +26.5% | +28.0% |
| All | +110.6% | +206.7% | -96.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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