+696.9%
P vs MDY
+170.4%
+526.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -2.7% |
| 7D | +5.0% | -0.8% | +5.8% | +6.1% |
| 30D | -0.9% | -3.9% | +2.9% | +4.2% |
| 3M | +38.7% | 0.0% | +38.7% | +40.0% |
| 6M | +54.4% | +8.5% | +45.8% | +41.3% |
| YTD | +44.8% | +13.2% | +31.6% | +26.8% |
| 1Y | +22.5% | +15.0% | +7.5% | +5.3% |
| 3Y | +148.2% | +49.6% | +98.7% | +60.6% |
| 5Y | +268.9% | +46.0% | +222.9% | +145.4% |
| 10Y | +696.9% | +176.4% | +520.5% | +173.4% |
| All | +696.9% | +170.4% | +526.4% | +173.4% |
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