+150.5%
MP vs MDY
+57.0%
+93.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +3.7% |
| 7D | +11.0% | +3.0% | +8.0% | +6.3% |
| 30D | -11.7% | +0.8% | -12.5% | -12.5% |
| 3M | -30.8% | -5.1% | -25.7% | -24.7% |
| 6M | -42.9% | +1.2% | -44.1% | -43.1% |
| YTD | -25.9% | +12.5% | -38.3% | -35.5% |
| 1Y | -37.3% | +13.8% | -51.0% | -46.1% |
| All | +150.5% | +57.0% | +93.5% | +6.4% |
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 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