+504.3%
MDYV vs SPY
+812.6%
-308.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | +3.6% | +2.0% | +1.6% | +1.6% |
| 6M | +7.4% | +13.0% | -5.6% | -3.8% |
| YTD | +13.4% | +13.5% | -0.1% | +1.1% |
| 1Y | +14.8% | +20.0% | -5.1% | -2.6% |
| 3Y | +44.0% | +77.2% | -33.2% | -13.6% |
| 5Y | +50.9% | +81.9% | -31.0% | -11.6% |
| 10Y | +165.3% | +314.1% | -148.7% | -19.9% |
| All | +504.3% | +812.6% | -308.4% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling