+453.7%
MP vs MDY
+127.4%
+326.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.6% |
| 7D | +3.0% | +1.0% | +2.0% | +1.3% |
| 30D | +8.3% | -3.1% | +11.5% | +14.0% |
| 3M | -3.8% | +1.8% | -5.7% | -6.1% |
| 6M | -4.9% | +10.8% | -15.7% | -17.4% |
| YTD | +9.6% | +14.4% | -4.8% | -9.2% |
| 1Y | -11.7% | +15.2% | -26.9% | -27.6% |
| 3Y | +158.5% | +51.2% | +107.3% | +38.2% |
| 5Y | +68.9% | +47.2% | +21.7% | -0.5% |
| All | +453.7% | +127.4% | +326.3% | +118.7% |
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