+117.1%
MFDX vs SPY
+254.8%
-137.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.5% | -0.4% | +0.8% | +0.7% |
| 30D | +0.2% | -1.4% | +1.6% | +1.2% |
| 3M | +4.5% | +3.7% | +0.8% | +1.8% |
| 6M | +7.4% | +13.0% | -5.6% | -1.6% |
| YTD | +12.9% | +12.4% | +0.5% | +3.9% |
| 1Y | +19.0% | +18.5% | +0.5% | +5.3% |
| 3Y | +70.2% | +77.6% | -7.5% | +10.8% |
| 5Y | +64.2% | +81.7% | -17.5% | +4.1% |
| All | +117.1% | +254.8% | -137.7% | -14.7% |
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