+116.8%
NDAQ vs MDY
+56.8%
+60.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.3% | +2.3% | -1.0% | -0.1% |
| 30D | +18.0% | +2.0% | +16.0% | +16.4% |
| 3M | +11.5% | -5.6% | +17.2% | +15.4% |
| 6M | +21.1% | +1.3% | +19.8% | +19.6% |
| YTD | +12.8% | +12.3% | +0.5% | +3.8% |
| 1Y | +25.7% | +15.8% | +9.9% | +13.3% |
| 3Y | +116.8% | +56.5% | +60.3% | +65.5% |
| All | +116.8% | +56.8% | +60.0% | +65.5% |
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