+167.7%
MDYV vs SPY
+312.5%
-144.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -3.1% | -1.4% | -1.8% | -1.7% |
| 3M | +1.0% | +3.7% | -2.7% | -2.9% |
| 6M | +8.8% | +13.0% | -4.2% | -4.4% |
| YTD | +11.2% | +12.4% | -1.2% | -1.9% |
| 1Y | +13.1% | +18.5% | -5.4% | -5.5% |
| 3Y | +46.8% | +77.6% | -30.8% | -20.4% |
| 5Y | +50.6% | +81.7% | -31.0% | -20.6% |
| 10Y | +167.7% | +319.7% | -152.0% | -43.9% |
| All | +167.7% | +312.5% | -144.8% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling