+264.6%
MP vs MDY
+124.4%
+140.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | -1.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -21.0% | +1.0% | -21.9% | -22.0% |
| 3M | -33.3% | -4.1% | -29.2% | -28.4% |
| 6M | -45.9% | +0.6% | -46.6% | -45.9% |
| YTD | -27.8% | +12.9% | -40.8% | -38.8% |
| 1Y | -43.2% | +14.6% | -57.8% | -52.8% |
| 3Y | +144.0% | +57.1% | +87.0% | +22.7% |
| 5Y | -6.1% | +37.1% | -43.2% | -38.6% |
| All | +264.6% | +124.4% | +140.2% | +47.5% |
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 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