+14.5%
NET vs MDY
+17.5%
-3.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.1% |
| 7D | -16.4% | +1.7% | -18.1% | -17.6% |
| 30D | -25.8% | +1.2% | -27.0% | -26.5% |
| 3M | -11.5% | -3.5% | -8.1% | -8.4% |
| 6M | +18.9% | +3.5% | +15.4% | +15.7% |
| YTD | +35.2% | +13.6% | +21.6% | +19.9% |
| 1Y | +14.5% | +17.1% | -2.6% | -2.2% |
| All | +14.5% | +17.5% | -3.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling