+4.6%
MKTX vs MDY
+177.2%
-172.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.2% | -1.9% | +1.6% | +0.7% |
| 30D | +0.7% | -4.6% | +5.4% | +3.0% |
| 3M | +40.8% | -1.2% | +42.0% | +41.5% |
| 6M | -8.0% | +9.2% | -17.2% | -12.3% |
| YTD | -8.7% | +13.1% | -21.8% | -14.7% |
| 1Y | -11.8% | +13.0% | -24.8% | -17.8% |
| 3Y | -24.0% | +49.2% | -73.2% | -40.5% |
| 5Y | -60.3% | +47.2% | -107.6% | -68.9% |
| All | +4.6% | +177.2% | -172.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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