+140.2%
NI vs MDY
+177.2%
-37.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +1.0% |
| 30D | -1.4% | -4.6% | +3.3% | +1.1% |
| 3M | -10.6% | -1.2% | -9.3% | -10.1% |
| 6M | -9.3% | +9.2% | -18.5% | -13.7% |
| YTD | +1.1% | +13.1% | -11.9% | -5.6% |
| 1Y | +3.4% | +13.0% | -9.6% | -3.7% |
| 3Y | +67.9% | +49.2% | +18.7% | +32.3% |
| 5Y | +98.0% | +47.2% | +50.7% | +54.0% |
| All | +140.2% | +177.2% | -37.0% | +17.4% |
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