-59.7%
MKTX vs MDY
+46.3%
-106.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.2% | -1.9% | +1.6% | +0.6% |
| 30D | +0.7% | -4.6% | +5.4% | +2.8% |
| 3M | +40.8% | -1.2% | +42.0% | +41.4% |
| 6M | -8.0% | +9.2% | -17.2% | -12.0% |
| YTD | -8.7% | +13.1% | -21.8% | -14.3% |
| 1Y | -11.8% | +13.0% | -24.8% | -17.4% |
| 3Y | -24.0% | +49.2% | -73.2% | -42.0% |
| All | -59.7% | +46.3% | -106.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling