+363.0%
NDAQ vs MDY
+177.2%
+185.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -5.6% | -1.9% | -3.7% | -4.3% |
| 30D | -4.4% | -4.6% | +0.3% | -1.2% |
| 3M | +5.9% | -1.2% | +7.1% | +6.6% |
| 6M | +7.7% | +9.2% | -1.5% | +0.7% |
| YTD | -5.2% | +13.1% | -18.2% | -13.5% |
| 1Y | -3.4% | +13.0% | -16.4% | -12.0% |
| 3Y | +85.6% | +49.2% | +36.4% | +37.5% |
| 5Y | +49.5% | +47.2% | +2.2% | +10.6% |
| All | +363.0% | +177.2% | +185.9% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling