+17.2%
O vs MDY
+43.9%
-26.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -3.5% | -2.5% | -1.0% | -2.5% |
| 30D | -3.3% | -5.0% | +1.7% | -1.3% |
| 3M | -2.8% | +0.5% | -3.3% | -3.2% |
| 6M | -5.8% | +8.0% | -13.8% | -9.1% |
| YTD | +9.4% | +12.2% | -2.8% | +3.6% |
| 1Y | +5.7% | +14.0% | -8.3% | -0.8% |
| 3Y | +27.2% | +48.2% | -20.9% | +2.7% |
| 5Y | +17.2% | +46.1% | -28.9% | -5.3% |
| All | +17.2% | +43.9% | -26.8% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling