+46.1%
MDY vs TW
+19.6%
+26.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -2.5% | -2.7% | +0.2% | -1.9% |
| 30D | -5.0% | -1.7% | -3.3% | -4.7% |
| 3M | +0.5% | +1.6% | -1.1% | -0.4% |
| 6M | +8.0% | -17.7% | +25.7% | +12.5% |
| YTD | +12.2% | -4.3% | +16.5% | +11.9% |
| 1Y | +14.0% | -13.1% | +27.1% | +16.6% |
| 3Y | +48.2% | +20.3% | +27.9% | +32.4% |
| 5Y | +46.1% | +22.0% | +24.1% | +26.3% |
| All | +46.1% | +19.6% | +26.5% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling