+40,368.4%
MIDD vs SPY
+3,091.8%
+37,276.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -17.4% | +0.1% | -17.5% | -17.5% |
| 3M | -10.8% | +2.0% | -12.8% | -12.3% |
| 6M | -13.5% | +13.0% | -26.5% | -22.1% |
| YTD | -6.6% | +13.5% | -20.1% | -16.3% |
| 1Y | -2.0% | +20.0% | -22.0% | -16.3% |
| 3Y | -5.2% | +77.2% | -82.4% | -41.7% |
| 5Y | -22.8% | +81.9% | -104.7% | -52.9% |
| 10Y | +7.9% | +314.1% | -306.2% | -64.8% |
| All | +40,368.4% | +3,091.8% | +37,276.6% | +4,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling