+1,860.2%
MEDP vs SPY
+318.9%
+1,541.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | -1.7% | -2.0% | +0.3% | +0.7% |
| 30D | -3.7% | -1.7% | -2.0% | -1.8% |
| 3M | +25.2% | +4.7% | +20.5% | +17.5% |
| 6M | +24.9% | +12.5% | +12.4% | +7.5% |
| YTD | +3.8% | +11.7% | -7.9% | -9.9% |
| 1Y | +22.3% | +17.5% | +4.9% | -0.1% |
| 3Y | +115.1% | +76.6% | +38.5% | +5.7% |
| 5Y | +204.2% | +82.0% | +122.2% | +45.2% |
| All | +1,860.2% | +318.9% | +1,541.3% | +267.5% |
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