+6.2%
MIDD vs SPY
+318.9%
-312.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | -5.9% | -2.0% | -4.0% | -3.7% |
| 30D | -11.9% | -1.7% | -10.2% | -10.2% |
| 3M | -14.5% | +4.7% | -19.3% | -19.0% |
| 6M | -12.7% | +12.5% | -25.2% | -23.8% |
| YTD | -11.6% | +11.7% | -23.3% | -22.3% |
| 1Y | -4.7% | +17.5% | -22.2% | -21.1% |
| 3Y | -5.0% | +76.6% | -81.6% | -51.1% |
| 5Y | -24.6% | +82.0% | -106.6% | -62.4% |
| All | +6.2% | +318.9% | -312.7% | -79.1% |
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 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