+445.3%
MP vs MDY
+128.9%
+316.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | +13.8% | -1.5% | +15.3% | +16.9% |
| 3M | -16.7% | +0.8% | -17.5% | -17.1% |
| 6M | -11.5% | +7.4% | -18.9% | -19.4% |
| YTD | +7.9% | +15.2% | -7.3% | -11.5% |
| 1Y | -15.0% | +16.5% | -31.6% | -31.6% |
| 3Y | +153.5% | +46.8% | +106.7% | +42.1% |
| 5Y | +58.7% | +46.0% | +12.6% | -5.5% |
| All | +445.3% | +128.9% | +316.4% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling