+203.5%
MEDP vs SPY
+81.0%
+122.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.1% | -0.4% | -0.8% | -0.7% |
| 30D | -2.7% | -1.4% | -1.3% | -1.2% |
| 3M | +25.6% | +3.7% | +21.9% | +19.5% |
| 6M | +22.5% | +13.0% | +9.5% | +5.3% |
| YTD | +4.4% | +12.4% | -8.0% | -9.7% |
| 1Y | +20.7% | +18.5% | +2.2% | -1.9% |
| 3Y | +116.3% | +77.6% | +38.6% | +6.3% |
| 5Y | +203.5% | +81.7% | +121.8% | +46.3% |
| All | +203.5% | +81.0% | +122.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling