+50.7%
O vs MDY
+177.2%
-126.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -1.6% |
| 30D | -4.5% | -4.6% | +0.1% | -1.5% |
| 3M | -2.6% | -1.2% | -1.4% | -2.0% |
| 6M | -5.6% | +9.2% | -14.8% | -11.7% |
| YTD | +9.3% | +13.1% | -3.8% | -0.4% |
| 1Y | +4.3% | +13.0% | -8.7% | -5.2% |
| 3Y | +27.4% | +49.2% | -21.8% | -8.5% |
| 5Y | +17.1% | +47.2% | -30.2% | -17.2% |
| All | +50.7% | +177.2% | -126.4% | -41.4% |
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