+49.0%
MYLD vs VOO
+68.8%
-19.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -1.6% | -0.9% | -0.6% | -0.8% |
| 3M | +9.0% | +3.9% | +5.1% | +5.2% |
| 6M | +18.5% | +14.5% | +3.9% | +4.5% |
| YTD | +26.1% | +13.0% | +13.1% | +12.7% |
| 1Y | +30.9% | +19.4% | +11.5% | +10.9% |
| All | +49.0% | +68.8% | -19.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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