+127.0%
MP vs MDY
+50.6%
+76.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.0% |
| 7D | -10.5% | -1.7% | -8.9% | -8.3% |
| 30D | -23.5% | -0.9% | -22.6% | -22.3% |
| 3M | -25.4% | -5.7% | -19.7% | -18.1% |
| 6M | -51.3% | -2.9% | -48.3% | -48.4% |
| YTD | -29.9% | +9.8% | -39.8% | -36.8% |
| 1Y | -31.8% | +13.5% | -45.3% | -40.9% |
| 3Y | +127.0% | +51.9% | +75.1% | +6.1% |
| All | +127.0% | +50.6% | +76.4% | +6.1% |
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