+67.9%
NI vs MDY
+47.3%
+20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -0.6% | -2.5% | +1.9% | +0.4% |
| 30D | -1.4% | -5.0% | +3.6% | +0.5% |
| 3M | -10.6% | +0.5% | -11.0% | -10.8% |
| 6M | -9.9% | +8.0% | -17.9% | -12.8% |
| YTD | +1.2% | +12.2% | -11.0% | -3.7% |
| 1Y | +4.4% | +14.0% | -9.6% | -1.3% |
| All | +67.9% | +47.3% | +20.6% | +32.0% |
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 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