+2,327.9%
NDAQ vs MDY
+927.0%
+1,400.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -2.4% | +0.1% | -2.6% | -2.6% |
| 30D | +2.5% | -1.5% | +3.9% | +3.8% |
| 3M | +9.9% | +0.8% | +9.2% | +8.8% |
| 6M | +9.4% | +7.4% | +2.0% | +1.5% |
| YTD | +0.4% | +15.2% | -14.8% | -12.7% |
| 1Y | +4.0% | +16.5% | -12.5% | -10.8% |
| 3Y | +94.4% | +46.8% | +47.6% | +31.8% |
| 5Y | +56.7% | +46.0% | +10.7% | +4.4% |
| 10Y | +375.3% | +172.1% | +203.2% | +57.0% |
| All | +2,327.9% | +927.0% | +1,400.8% | +183.0% |
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