-84.2%
OPEN vs MDY
+45.8%
-130.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | +0.4% |
| 7D | -2.9% | -0.8% | -2.1% | -1.0% |
| 30D | -13.8% | -3.9% | -9.9% | -4.7% |
| 3M | -30.9% | 0.0% | -30.8% | -30.4% |
| 6M | -40.9% | +8.5% | -49.5% | -51.8% |
| YTD | -48.5% | +13.2% | -61.8% | -62.1% |
| 1Y | -50.9% | +15.0% | -65.9% | -64.2% |
| 3Y | -20.6% | +49.6% | -70.2% | -68.0% |
| 5Y | -84.2% | +46.0% | -130.2% | -91.7% |
| All | -84.2% | +45.8% | -130.0% | -91.7% |
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