+113.2%
MDY vs TW
+211.4%
-98.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | +0.2% |
| 7D | +1.0% | -3.5% | +4.5% | +2.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.4% |
| 3M | +1.8% | +4.9% | -3.1% | -0.3% |
| 6M | +10.8% | -17.1% | +27.9% | +16.0% |
| YTD | +14.4% | -3.9% | +18.3% | +13.9% |
| 1Y | +15.2% | -13.3% | +28.5% | +18.3% |
| 3Y | +51.2% | +20.9% | +30.3% | +34.7% |
| 5Y | +47.2% | +20.5% | +26.7% | +28.2% |
| All | +113.2% | +211.4% | -98.2% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling