+9,938.3%
PH vs MDY
+2,662.7%
+7,275.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -3.2% | -1.5% | -1.8% | -1.8% |
| 3M | +10.6% | +0.8% | +9.8% | +9.7% |
| 6M | -2.1% | +7.4% | -9.6% | -8.9% |
| YTD | +10.2% | +15.2% | -5.0% | -4.5% |
| 1Y | +28.2% | +16.5% | +11.7% | +9.7% |
| 3Y | +134.9% | +46.8% | +88.1% | +61.8% |
| 5Y | +253.6% | +46.0% | +207.6% | +146.3% |
| 10Y | +804.7% | +172.1% | +632.7% | +264.8% |
| All | +9,938.3% | +2,662.7% | +7,275.6% | +597.5% |
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