-10.9%
MP vs MDY
+34.6%
-45.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +9.5% | +2.3% | +7.2% | +5.7% |
| 30D | -3.0% | +2.0% | -5.0% | -5.8% |
| 3M | -30.4% | -5.6% | -24.7% | -23.2% |
| 6M | -39.2% | +1.3% | -40.5% | -39.7% |
| YTD | -23.3% | +12.3% | -35.6% | -34.4% |
| 1Y | -32.6% | +15.8% | -48.4% | -45.0% |
| 3Y | +159.3% | +56.5% | +102.8% | +28.7% |
| All | -10.9% | +34.6% | -45.5% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling