+95.0%
MO vs MDY
+48.5%
+46.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | +7.1% | -4.6% | +11.8% | +7.1% |
| 3M | -2.0% | -1.2% | -0.7% | -2.0% |
| 6M | +7.3% | +9.2% | -1.9% | +6.9% |
| YTD | +23.5% | +13.1% | +10.4% | +22.6% |
| 1Y | +11.0% | +13.0% | -2.0% | +10.3% |
| 3Y | +95.0% | +49.2% | +45.8% | +81.1% |
| All | +95.0% | +48.5% | +46.5% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling