+2,292.1%
MEDP vs SPY
+309.7%
+1,982.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | +1.2% | -0.9% | +2.1% | +2.3% |
| 30D | +7.2% | -2.4% | +9.6% | +10.2% |
| 3M | +9.8% | -1.2% | +10.9% | +11.1% |
| 6M | +59.3% | +3.3% | +56.0% | +51.7% |
| YTD | +18.4% | +12.3% | +6.1% | +1.9% |
| 1Y | +10.3% | +12.4% | -2.2% | -5.3% |
| 3Y | +141.4% | +78.8% | +62.6% | +16.3% |
| 5Y | +200.8% | +75.2% | +125.7% | +50.5% |
| 10Y | +1,835.3% | +311.1% | +1,524.2% | +263.2% |
| All | +2,292.1% | +309.7% | +1,982.4% | +357.1% |
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