+659.0%
P vs MDY
+172.1%
+486.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +2.4% |
| 7D | -9.6% | +0.7% | -10.3% | -9.7% |
| 30D | -33.4% | +1.3% | -34.7% | -33.8% |
| 3M | +14.2% | -4.1% | +18.3% | +21.7% |
| 6M | +31.6% | +1.0% | +30.6% | +32.7% |
| YTD | +53.5% | +13.3% | +40.2% | +35.5% |
| 1Y | +14.2% | +15.7% | -1.6% | -1.7% |
| 3Y | +190.5% | +59.6% | +130.9% | +76.0% |
| 5Y | +256.3% | +36.3% | +220.0% | +159.9% |
| All | +659.0% | +172.1% | +486.9% | +146.0% |
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 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