+2,027.7%
MEDP vs SPY
+314.3%
+1,713.4%
-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% | 0.0% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +0.6% | +0.1% | +0.6% | +0.5% |
| 3M | +28.9% | +2.0% | +26.9% | +24.9% |
| 6M | +26.9% | +13.0% | +13.9% | +8.6% |
| YTD | +5.3% | +13.5% | -8.3% | -10.4% |
| 1Y | +22.6% | +20.0% | +2.6% | -2.4% |
| 3Y | +116.2% | +77.2% | +39.0% | +5.9% |
| 5Y | +203.0% | +81.9% | +121.1% | +45.0% |
| 10Y | +1,826.0% | +314.1% | +1,512.0% | +262.8% |
| All | +2,027.7% | +314.3% | +1,713.4% | +301.8% |
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