-25.0%
MIDD vs SPY
+81.0%
-106.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.4% |
| 30D | -18.7% | -1.4% | -17.3% | -17.4% |
| 3M | -18.4% | +3.7% | -22.1% | -21.8% |
| 6M | -12.1% | +13.0% | -25.1% | -23.8% |
| YTD | -11.4% | +12.4% | -23.8% | -22.8% |
| 1Y | -5.0% | +18.5% | -23.6% | -22.3% |
| 3Y | -4.8% | +77.6% | -82.4% | -51.9% |
| 5Y | -25.0% | +81.7% | -106.7% | -64.1% |
| All | -25.0% | +81.0% | -106.0% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling