+2,253.1%
MEDP vs SPY
+306.8%
+1,946.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | -2.9% |
| 30D | +6.1% | -2.0% | +8.0% | +8.6% |
| 3M | +12.4% | -2.8% | +15.2% | +16.0% |
| 6M | +54.3% | +2.1% | +52.2% | +48.9% |
| YTD | +16.4% | +11.5% | +4.9% | +1.1% |
| 1Y | +10.6% | +13.5% | -2.9% | -6.0% |
| 3Y | +137.0% | +77.7% | +59.3% | +15.1% |
| 5Y | +194.7% | +72.6% | +122.1% | +50.1% |
| 10Y | +1,803.8% | +308.2% | +1,495.6% | +260.4% |
| All | +2,253.1% | +306.8% | +1,946.4% | +353.5% |
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 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