+11.9%
MHD vs SPY
+311.8%
-299.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | +7.1% | -2.4% | +9.5% | +7.7% |
| 3M | -5.3% | -1.2% | -4.2% | -5.1% |
| 6M | -5.4% | +3.3% | -8.7% | -6.3% |
| YTD | -3.0% | +12.3% | -15.3% | -5.9% |
| 1Y | -2.2% | +12.4% | -14.7% | -5.2% |
| 3Y | +20.2% | +78.8% | -58.6% | +3.0% |
| 5Y | -15.3% | +75.2% | -90.5% | -27.6% |
| 10Y | +11.9% | +311.1% | -299.2% | -24.3% |
| All | +11.9% | +311.8% | -299.9% | -24.3% |
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 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