+4,320.7%
O vs MDY
+2,644.5%
+1,676.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.3% |
| 30D | -2.0% | -3.1% | +1.2% | +0.2% |
| 3M | +3.0% | +1.8% | +1.2% | +1.4% |
| 6M | -3.6% | +10.8% | -14.4% | -11.0% |
| YTD | +12.1% | +14.4% | -2.4% | +0.8% |
| 1Y | +8.9% | +15.2% | -6.3% | -2.8% |
| 3Y | +30.3% | +51.2% | -20.8% | -7.3% |
| 5Y | +13.7% | +47.2% | -33.5% | -19.4% |
| 10Y | +50.3% | +171.1% | -120.8% | -33.2% |
| All | +4,320.7% | +2,644.5% | +1,676.2% | +528.0% |
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 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