-2.4%
MIDD vs SPY
+78.7%
-81.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.2% |
| 7D | -2.7% | +0.5% | -3.2% | -3.3% |
| 30D | -19.2% | -0.9% | -18.3% | -18.4% |
| 3M | -14.3% | +3.9% | -18.2% | -17.9% |
| 6M | -10.4% | +14.5% | -25.0% | -23.4% |
| YTD | -9.2% | +12.9% | -22.1% | -21.1% |
| 1Y | -4.8% | +19.4% | -24.2% | -22.4% |
| 3Y | -2.4% | +78.5% | -80.9% | -51.5% |
| All | -2.4% | +78.7% | -81.1% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling