+7,210.1%
MO vs MDY
+2,615.3%
+4,594.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +3.6% | -3.9% | +7.5% | +5.1% |
| 3M | -3.7% | 0.0% | -3.7% | -3.9% |
| 6M | +4.5% | +8.5% | -4.0% | +0.7% |
| YTD | +21.5% | +13.2% | +8.3% | +14.9% |
| 1Y | +9.5% | +15.0% | -5.5% | +2.7% |
| 3Y | +93.6% | +49.6% | +44.0% | +60.2% |
| 5Y | +97.5% | +46.0% | +51.5% | +62.6% |
| 10Y | +111.2% | +176.4% | -65.2% | +31.7% |
| All | +7,210.1% | +2,615.3% | +4,594.8% | +1,446.4% |
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