+1,025.2%
MKTX vs MDY
+671.8%
+353.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.8% |
| 7D | -0.2% | -2.5% | +2.4% | +2.2% |
| 30D | +0.8% | -5.0% | +5.9% | +5.7% |
| 3M | +41.1% | +0.5% | +40.7% | +40.1% |
| 6M | -9.5% | +8.0% | -17.6% | -16.9% |
| YTD | -8.7% | +12.2% | -20.8% | -19.4% |
| 1Y | -10.0% | +14.0% | -24.0% | -22.2% |
| 3Y | -24.6% | +48.2% | -72.8% | -52.3% |
| 5Y | -60.3% | +46.1% | -106.4% | -75.2% |
| 10Y | +5.0% | +173.8% | -168.7% | -72.3% |
| All | +1,025.2% | +671.8% | +353.4% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling