+9,887.0%
PH vs MDY
+2,594.0%
+7,293.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +4.3% | +2.3% | +2.1% | +2.0% |
| 30D | +0.1% | +2.0% | -1.9% | -1.8% |
| 3M | -9.4% | -5.6% | -3.7% | -3.8% |
| 6M | +8.8% | +1.3% | +7.5% | +7.4% |
| YTD | +9.6% | +12.3% | -2.7% | -2.5% |
| 1Y | +14.4% | +15.8% | -1.3% | -1.3% |
| 3Y | +134.5% | +56.5% | +78.0% | +51.4% |
| 5Y | +204.4% | +35.1% | +169.3% | +129.2% |
| 10Y | +697.3% | +167.4% | +529.9% | +227.2% |
| All | +9,887.0% | +2,594.0% | +7,293.1% | +612.2% |
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