+2,234.9%
NI vs MDY
+2,644.5%
-409.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | +2.3% | +1.0% | +1.3% | +1.8% |
| 30D | -1.7% | -3.1% | +1.5% | -0.1% |
| 3M | -8.0% | +1.8% | -9.8% | -9.0% |
| 6M | -8.6% | +10.8% | -19.4% | -13.6% |
| YTD | +2.3% | +14.4% | -12.1% | -4.9% |
| 1Y | +6.9% | +15.2% | -8.3% | -1.1% |
| 3Y | +70.6% | +51.2% | +19.4% | +35.4% |
| 5Y | +96.4% | +47.2% | +49.1% | +55.5% |
| 10Y | +136.1% | +171.1% | -35.0% | +32.6% |
| All | +2,234.9% | +2,644.5% | -409.6% | +473.9% |
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