+4,202.9%
O vs MDY
+2,594.0%
+1,608.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.4% | +2.3% | -2.6% | -2.0% |
| 30D | +7.1% | +2.0% | +5.1% | +5.4% |
| 3M | -5.2% | -5.6% | +0.4% | -1.5% |
| 6M | -1.8% | +1.3% | -3.1% | -3.2% |
| YTD | +9.1% | +12.3% | -3.3% | -0.7% |
| 1Y | +9.7% | +15.8% | -6.1% | -2.5% |
| 3Y | +39.1% | +56.5% | -17.4% | -3.7% |
| 5Y | +8.4% | +35.1% | -26.8% | -18.2% |
| 10Y | +80.2% | +167.4% | -87.3% | -19.3% |
| All | +4,202.9% | +2,594.0% | +1,608.9% | +518.1% |
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